-49.7%
INTU vs UPS
+27.3%
-76.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.4% |
| 7D | -7.1% | -2.9% | -4.2% | -7.2% |
| 30D | +1.5% | -3.5% | +5.0% | +1.2% |
| 3M | +10.7% | -5.7% | +16.4% | +10.4% |
| 6M | -23.8% | -4.4% | -19.5% | -23.7% |
| YTD | -49.3% | +8.0% | -57.3% | -49.5% |
| 1Y | -49.7% | +29.0% | -78.7% | -51.4% |
| All | -49.7% | +27.3% | -76.9% | -51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling