-34.7%
UPS vs BBY
+1.5%
-36.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.7% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | -2.0% | +9.4% | -11.4% | -5.0% |
| 3M | -6.2% | +19.3% | -25.6% | -11.9% |
| 6M | +2.8% | +47.9% | -45.1% | -10.8% |
| YTD | +5.9% | +39.6% | -33.7% | -6.6% |
| 1Y | +26.2% | +22.2% | +4.1% | +16.0% |
| 3Y | -26.0% | +45.0% | -71.0% | -38.5% |
| All | -34.7% | +1.5% | -36.2% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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