+72.4%
UBER vs UPS
+36.6%
+35.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -5.4% | -2.0% | -3.4% | -4.6% |
| 30D | -4.9% | -2.0% | -2.9% | -4.1% |
| 3M | +3.0% | -6.2% | +9.3% | +5.2% |
| 6M | -4.4% | +2.8% | -7.2% | -6.4% |
| YTD | -12.3% | +5.9% | -18.2% | -15.5% |
| 1Y | -24.3% | +26.2% | -50.5% | -32.7% |
| 3Y | +46.4% | -26.0% | +72.4% | +58.5% |
| 5Y | +79.7% | -34.3% | +113.9% | +105.2% |
| All | +72.4% | +36.6% | +35.8% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling