+162.3%
JPM vs UPS
-27.1%
+189.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -0.4% | -3.7% | +3.3% | +0.4% |
| 30D | -1.4% | -3.7% | +2.3% | -0.6% |
| 3M | +13.9% | -6.6% | +20.5% | +15.4% |
| 6M | +23.5% | +2.6% | +21.0% | +22.0% |
| YTD | +11.6% | +4.8% | +6.9% | +9.7% |
| 1Y | +21.4% | +25.3% | -3.9% | +14.2% |
| All | +162.3% | -27.1% | +189.4% | +166.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling