-34.6%
UPS vs NDAQ
+55.5%
-90.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.1% |
| 7D | -2.1% | -2.6% | +0.4% | -1.3% |
| 30D | -2.3% | +0.5% | -2.8% | -2.5% |
| 3M | -5.2% | +9.9% | -15.1% | -8.6% |
| 6M | +1.4% | +8.2% | -6.8% | -2.1% |
| YTD | +6.1% | -1.5% | +7.6% | +5.7% |
| 1Y | +27.0% | +1.3% | +25.7% | +24.7% |
| 3Y | -25.9% | +92.6% | -118.5% | -46.1% |
| 5Y | -34.6% | +53.8% | -88.4% | -49.7% |
| All | -34.6% | +55.5% | -90.1% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling