+117.9%
ASML vs UPS
-8.0%
+125.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.5% | -8.4% |
| 7D | -19.0% | +3.5% | -22.5% | -19.9% |
| 30D | -25.9% | +19.3% | -45.2% | -30.1% |
| 3M | -19.1% | +4.7% | -23.8% | -20.5% |
| 6M | -5.7% | +17.0% | -22.7% | -11.0% |
| YTD | +27.6% | +17.3% | +10.3% | +19.8% |
| 1Y | +30.8% | +27.4% | +3.4% | +19.6% |
| All | +117.9% | -8.0% | +125.9% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling