+131.6%
C vs UPS
-34.9%
+166.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +3.2% | -2.1% | +5.3% | +4.0% |
| 30D | +1.3% | -2.3% | +3.6% | +2.2% |
| 3M | +3.1% | -5.2% | +8.3% | +4.8% |
| 6M | +29.6% | +1.4% | +28.2% | +27.7% |
| YTD | +19.0% | +6.1% | +12.8% | +14.8% |
| 1Y | +45.6% | +27.0% | +18.7% | +29.9% |
| 3Y | +269.3% | -25.9% | +295.2% | +297.2% |
| 5Y | +131.6% | -34.6% | +166.2% | +162.8% |
| All | +131.6% | -34.9% | +166.5% | +162.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling