+45.2%
UBER vs UPS
-27.1%
+72.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | -7.0% | -3.7% | -3.3% | -6.0% |
| 30D | -8.9% | -3.7% | -5.2% | -7.9% |
| 3M | +1.0% | -6.6% | +7.5% | +2.5% |
| 6M | -3.7% | +2.6% | -6.3% | -5.1% |
| YTD | -13.0% | +4.8% | -17.8% | -15.2% |
| 1Y | -25.5% | +25.3% | -50.8% | -31.7% |
| All | +45.2% | -27.1% | +72.3% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling