+102.3%
INTC vs UPS
-33.5%
+135.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -6.0% |
| 7D | +9.4% | -3.4% | +12.8% | +11.3% |
| 30D | +2.7% | -2.7% | +5.4% | +4.0% |
| 3M | -6.3% | -1.6% | -4.6% | -6.2% |
| 6M | +114.5% | +2.3% | +112.1% | +109.8% |
| YTD | +171.9% | +5.6% | +166.3% | +160.1% |
| 1Y | +305.0% | +27.1% | +277.9% | +251.1% |
| 3Y | +168.3% | -26.3% | +194.6% | +192.8% |
| 5Y | +102.3% | -34.5% | +136.8% | +128.6% |
| All | +102.3% | -33.5% | +135.8% | +128.6% |
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