+779.2%
NKE vs UPS
+233.0%
+546.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.4% |
| 7D | -2.3% | -3.7% | +1.4% | -0.6% |
| 30D | -10.4% | -3.7% | -6.6% | -8.7% |
| 3M | -15.5% | -6.6% | -8.9% | -13.2% |
| 6M | -32.6% | +2.6% | -35.2% | -34.1% |
| YTD | -39.8% | +4.8% | -44.6% | -41.9% |
| 1Y | -47.6% | +25.3% | -72.9% | -53.8% |
| 3Y | -59.0% | -26.9% | -32.1% | -54.5% |
| 5Y | -74.9% | -33.5% | -41.4% | -71.2% |
| 10Y | -21.9% | +36.1% | -58.0% | -40.6% |
| All | +779.2% | +233.0% | +546.1% | +322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling