+251.5%
UPS vs NDAQ
+2,327.9%
-2,076.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -2.9% | -2.4% | -0.4% | -2.4% |
| 30D | -3.5% | +2.5% | -6.0% | -4.0% |
| 3M | -5.7% | +9.9% | -15.6% | -7.9% |
| 6M | -4.4% | +9.4% | -13.8% | -6.7% |
| YTD | +8.0% | +0.4% | +7.6% | +7.1% |
| 1Y | +29.0% | +4.0% | +25.0% | +26.7% |
| 3Y | -27.7% | +94.4% | -122.1% | -38.7% |
| 5Y | -34.3% | +56.7% | -91.1% | -41.9% |
| 10Y | +37.8% | +375.3% | -337.5% | -3.3% |
| All | +251.5% | +2,327.9% | -2,076.4% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling