+110.1%
DELL vs UPS
+28.0%
+82.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -2.9% | -12.0% | -13.7% |
| 7D | -33.4% | +3.5% | -36.8% | -34.2% |
| 30D | -44.7% | +19.3% | -64.0% | -48.9% |
| 3M | -31.4% | +4.7% | -36.2% | -32.5% |
| 6M | +46.9% | +17.0% | +30.0% | +39.5% |
| YTD | +154.4% | +17.3% | +137.1% | +141.9% |
| 1Y | +110.1% | +27.4% | +82.8% | +97.0% |
| All | +110.1% | +28.0% | +82.1% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling