+636.7%
DELL vs UPS
-26.6%
+663.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.6% |
| 7D | -1.9% | -3.4% | +1.5% | -0.7% |
| 30D | +14.9% | -2.7% | +17.6% | +16.1% |
| 3M | +37.2% | -1.6% | +38.9% | +38.2% |
| 6M | +254.0% | +2.3% | +251.6% | +252.1% |
| YTD | +306.1% | +5.6% | +300.6% | +300.0% |
| 1Y | +312.3% | +27.1% | +285.2% | +282.9% |
| All | +636.7% | -26.6% | +663.2% | +651.0% |
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 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