+405.9%
BKR vs UPS
+236.6%
+169.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -7.0% | -2.0% | -5.0% | -6.2% |
| 30D | -8.1% | -2.0% | -6.2% | -7.4% |
| 3M | -6.6% | -6.2% | -0.4% | -4.4% |
| 6M | +0.9% | +2.8% | -1.9% | -2.0% |
| YTD | +31.1% | +5.9% | +25.2% | +25.3% |
| 1Y | +27.7% | +26.2% | +1.5% | +11.7% |
| 3Y | +71.2% | -26.0% | +97.2% | +86.1% |
| 5Y | +177.6% | -34.3% | +211.9% | +209.2% |
| 10Y | +122.7% | +37.5% | +85.1% | +56.9% |
| All | +405.9% | +236.6% | +169.3% | +133.3% |
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