+692.8%
GOOGL vs UPS
+43.9%
+648.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | +3.9% | +3.8% | +0.1% | +2.5% |
| 30D | -14.9% | +17.4% | -32.3% | -19.7% |
| 3M | -14.6% | +8.2% | -22.7% | -17.2% |
| 6M | -26.4% | +17.9% | -44.4% | -31.3% |
| YTD | -5.3% | +18.7% | -24.0% | -12.4% |
| 1Y | +6.5% | +24.8% | -18.4% | -3.5% |
| 3Y | +126.0% | -4.5% | +130.6% | +116.6% |
| 5Y | +100.8% | -33.2% | +134.0% | +122.4% |
| All | +692.8% | +43.9% | +648.9% | +465.7% |
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