+31.5%
ORCL vs UPS
-25.0%
+56.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.2% |
| 7D | +5.3% | -2.9% | +8.1% | +5.6% |
| 30D | +10.0% | -3.5% | +13.5% | +10.4% |
| 3M | -32.6% | -5.7% | -26.9% | -32.1% |
| 6M | +4.9% | -4.4% | +9.3% | +5.0% |
| YTD | -17.8% | +8.0% | -25.8% | -19.0% |
| 1Y | -28.0% | +29.0% | -57.0% | -31.1% |
| All | +31.5% | -25.0% | +56.5% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling