+75.9%
UBER vs UPS
+36.9%
+39.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.8% |
| 7D | -2.8% | -2.1% | -0.7% | -2.0% |
| 30D | -2.5% | -2.3% | -0.2% | -1.6% |
| 3M | +4.4% | -5.2% | +9.6% | +6.0% |
| 6M | -2.7% | +1.4% | -4.1% | -4.2% |
| YTD | -10.5% | +6.1% | -16.6% | -13.9% |
| 1Y | -22.5% | +27.0% | -49.5% | -31.3% |
| 3Y | +54.8% | -25.9% | +80.7% | +67.5% |
| 5Y | +82.5% | -34.6% | +117.1% | +108.6% |
| All | +75.9% | +36.9% | +39.0% | +43.5% |
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