-8.5%
NFLX vs UPS
-33.1%
+24.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.3% |
| 7D | -2.0% | +3.8% | -5.8% | -2.9% |
| 30D | -11.9% | +17.4% | -29.3% | -15.6% |
| 3M | -20.6% | +8.2% | -28.8% | -22.3% |
| 6M | -29.0% | +17.9% | -47.0% | -32.6% |
| YTD | -33.7% | +18.7% | -52.4% | -37.8% |
| 1Y | -46.2% | +24.8% | -71.0% | -50.4% |
| 3Y | +39.8% | -4.5% | +44.3% | +34.1% |
| All | -8.5% | -33.1% | +24.6% | +4.9% |
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 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