+27.8%
INTC vs UPS
-33.1%
+60.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.4% |
| 7D | +6.0% | +3.8% | +2.2% | +4.2% |
| 30D | -39.2% | +17.4% | -56.5% | -44.2% |
| 3M | -42.9% | +8.2% | -51.1% | -45.8% |
| 6M | -50.4% | +17.9% | -68.3% | -55.5% |
| YTD | +61.7% | +18.7% | +43.0% | +43.7% |
| 1Y | +66.1% | +24.8% | +41.3% | +43.6% |
| 3Y | +58.1% | -4.5% | +62.7% | +49.4% |
| All | +27.8% | -33.1% | +60.9% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling