-25.1%
UPS vs EXPE
+182.4%
-207.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -2.9% | -9.5% | +6.6% | -1.3% |
| 30D | -3.5% | -6.6% | +3.1% | -2.5% |
| 3M | -5.7% | +31.4% | -37.1% | -10.5% |
| 6M | -4.4% | +35.2% | -39.6% | -10.2% |
| YTD | +8.0% | +5.8% | +2.2% | +5.8% |
| 1Y | +29.0% | +38.7% | -9.6% | +18.6% |
| All | -25.1% | +182.4% | -207.6% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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