+107.7%
COST vs UPS
-34.8%
+142.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.2% | -2.0% | +0.8% | -0.8% |
| 30D | -4.7% | -2.0% | -2.8% | -4.4% |
| 3M | -7.1% | -6.2% | -0.9% | -6.2% |
| 6M | -8.5% | +2.8% | -11.3% | -9.8% |
| YTD | +5.4% | +5.9% | -0.5% | +3.1% |
| 1Y | -5.6% | +26.2% | -31.9% | -11.7% |
| 3Y | +68.5% | -26.0% | +94.5% | +77.4% |
| All | +107.7% | -34.8% | +142.5% | +126.2% |
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