+606.1%
COST vs UPS
+37.9%
+568.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.2% | -2.0% | +0.8% | -0.7% |
| 30D | -4.7% | -2.0% | -2.8% | -4.2% |
| 3M | -7.1% | -6.2% | -0.9% | -5.9% |
| 6M | -8.5% | +2.8% | -11.3% | -10.1% |
| YTD | +5.4% | +5.9% | -0.5% | +2.4% |
| 1Y | -5.6% | +26.2% | -31.9% | -13.1% |
| 3Y | +68.5% | -26.0% | +94.5% | +77.1% |
| 5Y | +105.2% | -34.3% | +139.5% | +121.8% |
| All | +606.1% | +37.9% | +568.2% | +430.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling