-39.5%
C vs UPS
+272.5%
-312.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +0.7% |
| 7D | -0.9% | +1.1% | -2.1% | -1.8% |
| 30D | -5.4% | +17.3% | -22.7% | -15.9% |
| 3M | -9.2% | +7.9% | -17.0% | -14.7% |
| 6M | -1.8% | +13.7% | -15.6% | -12.3% |
| YTD | +6.7% | +17.2% | -10.5% | -8.1% |
| 1Y | +23.5% | +23.2% | +0.3% | +2.1% |
| 3Y | +219.8% | -5.9% | +225.7% | +199.4% |
| 5Y | +112.4% | -33.1% | +145.5% | +149.5% |
| 10Y | +220.1% | +44.3% | +175.8% | +69.2% |
| All | -39.5% | +272.5% | -312.0% | -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