+91.4%
ORCL vs UPS
-34.4%
+125.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.4% |
| 7D | +5.3% | -2.9% | +8.1% | +6.0% |
| 30D | +10.0% | -3.5% | +13.5% | +10.9% |
| 3M | -32.6% | -5.7% | -26.9% | -31.8% |
| 6M | +4.9% | -4.4% | +9.3% | +5.3% |
| YTD | -17.8% | +8.0% | -25.8% | -20.3% |
| 1Y | -28.0% | +29.0% | -57.0% | -34.1% |
| 3Y | +36.0% | -27.7% | +63.7% | +45.6% |
| All | +91.4% | -34.4% | +125.9% | +114.4% |
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