+363.4%
ORCL vs UPS
+35.8%
+327.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +3.0% |
| 7D | +15.0% | -2.1% | +17.1% | +15.8% |
| 30D | +10.5% | -2.3% | +12.9% | +11.4% |
| 3M | -23.0% | -5.2% | -17.8% | -22.0% |
| 6M | +7.0% | +1.4% | +5.6% | +5.4% |
| YTD | -15.8% | +6.1% | -21.9% | -18.9% |
| 1Y | -31.1% | +27.0% | -58.1% | -38.3% |
| 3Y | +33.3% | -25.9% | +59.2% | +41.9% |
| 5Y | +94.3% | -34.6% | +128.9% | +114.2% |
| 10Y | +363.4% | +36.2% | +327.2% | +221.5% |
| All | +363.4% | +35.8% | +327.6% | +221.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling