+217.2%
UPS vs BBY
+661.0%
-443.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -3.7% | +1.2% | -4.9% | -3.9% |
| 30D | -3.7% | +6.8% | -10.5% | -5.2% |
| 3M | -6.6% | +18.7% | -25.3% | -10.0% |
| 6M | +2.6% | +37.3% | -34.7% | -4.4% |
| YTD | +4.8% | +35.3% | -30.5% | -2.3% |
| 1Y | +25.3% | +20.7% | +4.6% | +19.3% |
| 3Y | -26.9% | +39.4% | -66.3% | -33.3% |
| 5Y | -33.5% | -1.5% | -32.0% | -36.2% |
| 10Y | +36.1% | +239.8% | -203.7% | +1.4% |
| All | +217.2% | +661.0% | -443.8% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling