-47.4%
NKE vs UPS
+27.3%
-74.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.0% | -2.9% | +0.9% | -1.0% |
| 30D | -8.6% | -3.5% | -5.1% | -7.5% |
| 3M | -11.0% | -5.7% | -5.3% | -9.7% |
| 6M | -33.2% | -4.4% | -28.9% | -33.4% |
| YTD | -38.1% | +8.0% | -46.2% | -40.4% |
| 1Y | -47.4% | +29.0% | -76.4% | -51.9% |
| All | -47.4% | +27.3% | -74.6% | -51.9% |
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 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