-39.3%
NFLX vs UPS
+29.9%
-69.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.7% | 0.0% | +4.7% |
| 7D | +7.1% | +8.2% | -1.1% | +7.2% |
| 30D | -1.6% | +22.7% | -24.4% | -1.2% |
| 3M | -9.8% | +6.4% | -16.2% | -10.0% |
| 6M | -27.1% | +22.6% | -49.7% | -25.9% |
| YTD | -29.2% | +20.7% | -49.9% | -27.1% |
| 1Y | -39.3% | +30.6% | -69.9% | -35.7% |
| All | -39.3% | +29.9% | -69.2% | -35.7% |
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 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