+184.7%
UPS vs EXPE
+851.4%
-666.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -2.9% | -9.5% | +6.6% | -1.1% |
| 30D | -3.5% | -6.6% | +3.1% | -2.4% |
| 3M | -5.7% | +31.4% | -37.1% | -10.7% |
| 6M | -4.4% | +35.2% | -39.6% | -10.5% |
| YTD | +8.0% | +5.8% | +2.2% | +5.2% |
| 1Y | +29.0% | +38.7% | -9.6% | +18.9% |
| 3Y | -27.7% | +175.8% | -203.5% | -42.7% |
| 5Y | -34.3% | +111.8% | -146.2% | -47.2% |
| 10Y | +37.8% | +179.7% | -141.9% | -2.0% |
| All | +184.7% | +851.4% | -666.8% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling