-6.3%
UPS vs NDAQ
+118.0%
-124.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -0.6% | +1.7% | -2.3% | -1.0% |
| 30D | +16.4% | +16.2% | +0.2% | +12.5% |
| 3M | +7.9% | +14.0% | -6.0% | +4.7% |
| 6M | +15.8% | +22.3% | -6.4% | +10.2% |
| YTD | +16.6% | +13.0% | +3.6% | +12.8% |
| 1Y | +22.3% | +24.0% | -1.7% | +14.8% |
| All | -6.3% | +118.0% | -124.3% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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