+359.9%
CSCO vs UPS
+37.5%
+322.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | -1.1% | -3.4% | +2.3% | +0.2% |
| 30D | -10.8% | -2.7% | -8.0% | -10.0% |
| 3M | -9.2% | -1.6% | -7.6% | -9.2% |
| 6M | +39.5% | +2.3% | +37.2% | +36.8% |
| YTD | +41.5% | +5.6% | +35.9% | +36.7% |
| 1Y | +61.0% | +27.1% | +33.9% | +44.0% |
| 3Y | +105.2% | -26.3% | +131.5% | +120.5% |
| 5Y | +113.4% | -34.5% | +147.9% | +135.6% |
| All | +359.9% | +37.5% | +322.4% | +211.0% |
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