+251.6%
ORCL vs UPS
+47.4%
+204.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.4% |
| 7D | +0.5% | +1.1% | -0.7% | +0.1% |
| 30D | -15.3% | +17.3% | -32.6% | -19.9% |
| 3M | -18.2% | +7.9% | -26.1% | -20.6% |
| 6M | -38.4% | +13.7% | -52.2% | -41.5% |
| YTD | -37.7% | +17.2% | -54.9% | -42.2% |
| 1Y | -49.3% | +23.2% | -72.5% | -53.9% |
| 3Y | +10.6% | -5.9% | +16.5% | +6.3% |
| 5Y | +35.5% | -33.1% | +68.6% | +49.4% |
| 10Y | +251.6% | +44.3% | +207.3% | +143.1% |
| All | +251.6% | +47.4% | +204.2% | +143.1% |
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