+780.7%
GOOG vs UPS
+37.9%
+742.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | 0.0% | -2.0% | +2.0% | +0.7% |
| 30D | -2.0% | -2.0% | 0.0% | -1.3% |
| 3M | -5.9% | -6.2% | +0.4% | -4.2% |
| 6M | +8.9% | +2.8% | +6.1% | +6.8% |
| YTD | +7.1% | +5.9% | +1.2% | +3.4% |
| 1Y | +39.7% | +26.2% | +13.4% | +25.7% |
| 3Y | +145.8% | -26.0% | +171.8% | +162.0% |
| 5Y | +138.6% | -34.3% | +172.9% | +164.3% |
| All | +780.7% | +37.9% | +742.8% | +537.5% |
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