+78.9%
UBER vs UPS
-34.8%
+113.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -5.4% | -2.0% | -3.4% | -4.6% |
| 30D | -4.9% | -2.0% | -2.9% | -4.0% |
| 3M | +3.0% | -6.2% | +9.3% | +5.4% |
| 6M | -4.4% | +2.8% | -7.2% | -6.7% |
| YTD | -12.3% | +5.9% | -18.2% | -16.1% |
| 1Y | -24.3% | +26.2% | -50.5% | -34.0% |
| 3Y | +46.4% | -26.0% | +72.4% | +61.4% |
| All | +78.9% | -34.8% | +113.6% | +118.8% |
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