+13,447.0%
GOOG vs UPS
+188.8%
+13,258.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | +1.1% | -2.1% | +3.2% | +2.0% |
| 30D | -5.1% | -2.3% | -2.7% | -4.1% |
| 3M | -7.1% | -5.2% | -1.9% | -5.6% |
| 6M | +12.7% | +1.4% | +11.2% | +10.5% |
| YTD | +7.1% | +6.1% | +1.0% | +2.4% |
| 1Y | +43.6% | +27.0% | +16.6% | +25.6% |
| 3Y | +146.8% | -25.9% | +172.7% | +165.1% |
| 5Y | +133.7% | -34.6% | +168.3% | +162.3% |
| 10Y | +773.3% | +36.2% | +737.2% | +517.6% |
| All | +13,447.0% | +188.8% | +13,258.1% | +5,237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling