+687.6%
BA vs UPS
+243.4%
+444.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | +1.2% | -2.9% | +4.0% | +2.7% |
| 30D | -11.6% | -3.5% | -8.1% | -10.1% |
| 3M | -2.4% | -5.7% | +3.3% | 0.0% |
| 6M | -6.6% | -4.4% | -2.3% | -5.6% |
| YTD | -2.2% | +8.0% | -10.3% | -7.6% |
| 1Y | -8.0% | +29.0% | -37.1% | -21.2% |
| 3Y | -5.0% | -27.7% | +22.7% | +5.6% |
| 5Y | -2.7% | -34.3% | +31.6% | +11.4% |
| 10Y | +75.9% | +37.8% | +38.1% | +25.9% |
| All | +687.6% | +243.4% | +444.3% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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