-39.4%
C vs UPS
+272.8%
-312.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -0.4% | +1.7% | -2.1% | -1.6% |
| 30D | -5.2% | +17.4% | -22.6% | -15.8% |
| 3M | -9.1% | +7.7% | -16.8% | -14.5% |
| 6M | -1.6% | +13.8% | -15.4% | -12.1% |
| YTD | +6.9% | +17.3% | -10.3% | -7.9% |
| 1Y | +23.0% | +27.2% | -4.2% | -0.6% |
| 3Y | +216.1% | -5.6% | +221.8% | +195.5% |
| 5Y | +112.2% | -33.5% | +145.8% | +150.8% |
| 10Y | +208.8% | +43.7% | +165.1% | +63.9% |
| All | -39.4% | +272.8% | -312.1% | -85.6% |
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