+667.4%
NFLX vs UPS
+37.5%
+629.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -8.1% | -3.4% | -4.6% | -6.9% |
| 30D | +1.6% | -2.7% | +4.4% | +2.7% |
| 3M | -7.3% | -1.6% | -5.7% | -7.2% |
| 6M | -21.6% | +2.3% | -23.9% | -23.2% |
| YTD | -18.9% | +5.6% | -24.5% | -21.9% |
| 1Y | -39.1% | +27.1% | -66.1% | -45.6% |
| 3Y | +71.7% | -26.3% | +98.0% | +83.1% |
| 5Y | +27.0% | -34.5% | +61.4% | +42.3% |
| All | +667.4% | +37.5% | +629.9% | +465.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling