+13.8%
ORCL vs UPS
-4.2%
+18.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.5% |
| 7D | +8.0% | +3.8% | +4.2% | +7.6% |
| 30D | -4.0% | +17.4% | -21.3% | -5.3% |
| 3M | -19.5% | +8.2% | -27.7% | -20.0% |
| 6M | -33.5% | +17.9% | -51.4% | -34.3% |
| YTD | -34.8% | +18.7% | -53.5% | -36.1% |
| 1Y | -41.6% | +24.8% | -66.4% | -43.2% |
| 3Y | +13.8% | -4.5% | +18.3% | +3.0% |
| All | +13.8% | -4.2% | +18.0% | +3.0% |
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