+590.9%
JPM vs UPS
+37.9%
+553.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | -0.7% | -2.0% | +1.3% | +0.1% |
| 30D | -2.5% | -2.0% | -0.5% | -1.7% |
| 3M | +14.1% | -6.2% | +20.4% | +16.6% |
| 6M | +25.1% | +2.8% | +22.3% | +22.3% |
| YTD | +12.1% | +5.9% | +6.2% | +8.0% |
| 1Y | +18.8% | +26.2% | -7.4% | +5.7% |
| 3Y | +163.4% | -26.0% | +189.4% | +184.9% |
| 5Y | +156.5% | -34.3% | +190.8% | +187.7% |
| All | +590.9% | +37.9% | +553.0% | +355.5% |
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