-32.1%
C vs UPS
+243.4%
-275.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | +3.6% | -2.9% | +6.5% | +5.8% |
| 30D | +0.1% | -3.5% | +3.6% | +2.6% |
| 3M | +2.4% | -5.7% | +8.1% | +5.8% |
| 6M | +24.9% | -4.4% | +29.3% | +26.4% |
| YTD | +19.8% | +8.0% | +11.8% | +10.2% |
| 1Y | +44.9% | +29.0% | +15.8% | +15.5% |
| 3Y | +263.0% | -27.7% | +290.7% | +318.1% |
| 5Y | +129.5% | -34.3% | +163.9% | +171.3% |
| 10Y | +291.6% | +37.8% | +253.8% | +114.0% |
| All | -32.1% | +243.4% | -275.4% | -82.7% |
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