+44.6%
C vs UPS
+25.5%
+19.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.1% |
| 7D | +2.6% | -3.7% | +6.3% | +3.7% |
| 30D | +1.9% | -3.7% | +5.6% | +3.0% |
| 3M | +2.8% | -6.6% | +9.4% | +4.2% |
| 6M | +30.6% | +2.6% | +28.0% | +27.8% |
| YTD | +19.9% | +4.8% | +15.1% | +17.8% |
| 1Y | +44.6% | +25.3% | +19.3% | +37.4% |
| All | +44.6% | +25.5% | +19.0% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling