+335.7%
CSCO vs UPS
+41.3%
+294.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +1.9% |
| 7D | +6.6% | -0.6% | +7.2% | +6.8% |
| 30D | -11.3% | +16.4% | -27.8% | -16.2% |
| 3M | -17.3% | +7.9% | -25.3% | -19.9% |
| 6M | +3.5% | +15.8% | -12.3% | -2.8% |
| YTD | +34.9% | +16.6% | +18.3% | +25.4% |
| 1Y | +40.5% | +22.3% | +18.2% | +28.0% |
| 3Y | +109.3% | -6.2% | +115.5% | +103.3% |
| 5Y | +105.9% | -34.4% | +140.3% | +129.4% |
| All | +335.7% | +41.3% | +294.4% | +192.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling