+30.6%
ORCL vs UPS
-34.3%
+64.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.4% |
| 7D | -11.2% | 0.0% | -11.2% | -11.2% |
| 30D | -18.8% | +17.3% | -36.2% | -22.0% |
| 3M | -18.8% | +6.6% | -25.4% | -20.2% |
| 6M | -39.7% | +12.0% | -51.7% | -41.7% |
| YTD | -39.6% | +14.4% | -54.0% | -42.5% |
| 1Y | -51.7% | +23.3% | -75.0% | -55.2% |
| 3Y | +10.2% | -9.6% | +19.9% | +7.3% |
| All | +30.6% | -34.3% | +64.9% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling