-74.7%
NKE vs UPS
-34.8%
-40.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -4.2% | -2.0% | -2.2% | -3.3% |
| 30D | -8.2% | -2.0% | -6.2% | -7.4% |
| 3M | -19.1% | -6.2% | -12.8% | -17.1% |
| 6M | -32.6% | +2.8% | -35.4% | -34.3% |
| YTD | -40.7% | +5.9% | -46.6% | -43.2% |
| 1Y | -48.9% | +26.2% | -75.1% | -55.4% |
| 3Y | -59.2% | -26.0% | -33.2% | -55.4% |
| All | -74.7% | -34.8% | -40.0% | -70.7% |
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 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