+1,258.6%
ORCL vs UPS
+243.4%
+1,015.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.7% |
| 7D | +5.3% | -2.9% | +8.1% | +6.8% |
| 30D | +10.0% | -3.5% | +13.5% | +11.9% |
| 3M | -32.6% | -5.7% | -26.9% | -31.1% |
| 6M | +4.9% | -4.4% | +9.3% | +5.5% |
| YTD | -17.8% | +8.0% | -25.8% | -22.8% |
| 1Y | -28.0% | +29.0% | -57.0% | -39.0% |
| 3Y | +36.0% | -27.7% | +63.7% | +48.6% |
| 5Y | +88.7% | -34.3% | +123.1% | +111.3% |
| 10Y | +346.9% | +37.8% | +309.1% | +193.6% |
| All | +1,258.6% | +243.4% | +1,015.3% | +338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling