-26.2%
UBER vs UPS
+29.9%
-56.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.7% | +0.2% | +3.8% |
| 7D | +7.0% | +8.2% | -1.2% | +5.2% |
| 30D | +0.6% | +22.7% | -22.2% | -3.8% |
| 3M | -2.9% | +6.4% | -9.4% | -4.5% |
| 6M | -5.5% | +22.6% | -28.1% | -10.1% |
| YTD | -14.5% | +20.7% | -35.2% | -20.2% |
| 1Y | -26.2% | +30.6% | -56.8% | -33.1% |
| All | -26.2% | +29.9% | -56.1% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling