+3,085.9%
COST vs UPS
+233.0%
+2,852.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.4% |
| 7D | -2.8% | -3.7% | +0.9% | -1.4% |
| 30D | -5.3% | -3.7% | -1.5% | -3.9% |
| 3M | -6.7% | -6.6% | -0.1% | -4.9% |
| 6M | -9.9% | +2.6% | -12.5% | -12.2% |
| YTD | +5.1% | +4.8% | +0.4% | +1.4% |
| 1Y | -7.3% | +25.3% | -32.6% | -17.2% |
| 3Y | +70.4% | -26.9% | +97.2% | +81.2% |
| 5Y | +104.4% | -33.5% | +137.9% | +122.1% |
| 10Y | +609.0% | +36.1% | +572.9% | +417.5% |
| All | +3,085.9% | +233.0% | +2,852.9% | +1,225.4% |
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