+25.8%
UPS vs FOXA
+90.3%
-64.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | -2.3% | +2.3% | -4.6% | -3.0% |
| 3M | -5.2% | -2.8% | -2.4% | -5.3% |
| 6M | +1.4% | +9.6% | -8.2% | -2.1% |
| YTD | +6.1% | -9.9% | +16.0% | +7.6% |
| 1Y | +27.0% | +5.4% | +21.6% | +22.9% |
| 3Y | -25.9% | +115.3% | -141.2% | -41.9% |
| 5Y | -34.6% | +93.1% | -127.7% | -47.9% |
| All | +25.8% | +90.3% | -64.5% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling