-34.4%
UPS vs NDAQ
+68.2%
-102.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -0.6% | +1.7% | -2.3% | -1.2% |
| 30D | +16.4% | +16.2% | +0.2% | +10.5% |
| 3M | +7.9% | +14.0% | -6.0% | +3.0% |
| 6M | +15.8% | +22.3% | -6.4% | +7.3% |
| YTD | +16.6% | +13.0% | +3.6% | +10.5% |
| 1Y | +22.3% | +24.0% | -1.7% | +11.4% |
| 3Y | -6.2% | +117.1% | -123.3% | -35.2% |
| 5Y | -34.4% | +67.5% | -101.9% | -50.2% |
| All | -34.4% | +68.2% | -102.6% | -50.2% |
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