+365.6%
INTC vs UPS
+237.3%
+128.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.8% | +10.8% | +10.1% |
| 7D | +17.4% | -2.1% | +19.5% | +18.7% |
| 30D | +2.8% | -2.3% | +5.1% | +4.0% |
| 3M | -5.3% | -5.2% | 0.0% | -3.0% |
| 6M | +140.6% | +1.4% | +139.2% | +136.6% |
| YTD | +183.1% | +6.1% | +177.0% | +169.9% |
| 1Y | +326.8% | +27.0% | +299.8% | +265.9% |
| 3Y | +179.4% | -25.9% | +205.4% | +217.3% |
| 5Y | +111.7% | -34.6% | +146.3% | +152.0% |
| 10Y | +253.8% | +36.2% | +217.7% | +150.0% |
| All | +365.6% | +237.3% | +128.3% | +75.9% |
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