-26.2%
UPS vs FOXA
+115.1%
-141.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | -3.4% | -3.7% | +0.3% | -2.9% |
| 30D | -2.7% | +5.4% | -8.1% | -3.6% |
| 3M | -1.6% | -3.7% | +2.1% | -1.1% |
| 6M | +2.3% | +12.6% | -10.2% | -0.7% |
| YTD | +5.6% | -10.0% | +15.5% | +7.5% |
| 1Y | +27.1% | +15.0% | +12.0% | +21.1% |
| All | -26.2% | +115.1% | -141.3% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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