+27.2%
NFLX vs UPS
-35.0%
+62.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -8.1% | -3.7% | -4.4% | -7.2% |
| 30D | -0.3% | -3.7% | +3.4% | +0.7% |
| 3M | -6.6% | -6.6% | -0.1% | -5.3% |
| 6M | -22.7% | +2.6% | -25.2% | -24.0% |
| YTD | -18.9% | +4.8% | -23.7% | -21.2% |
| 1Y | -39.8% | +25.3% | -65.1% | -45.1% |
| 3Y | +71.7% | -26.9% | +98.6% | +85.6% |
| 5Y | +27.2% | -33.5% | +60.7% | +49.0% |
| All | +27.2% | -35.0% | +62.2% | +49.0% |
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