+1,309.2%
JPM vs UPS
+237.3%
+1,072.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.3% |
| 7D | -0.4% | -2.1% | +1.7% | +0.9% |
| 30D | -1.1% | -2.3% | +1.2% | +0.3% |
| 3M | +14.1% | -5.2% | +19.4% | +16.9% |
| 6M | +23.3% | +1.4% | +21.9% | +19.8% |
| YTD | +11.3% | +6.1% | +5.2% | +4.5% |
| 1Y | +23.0% | +27.0% | -4.0% | +1.8% |
| 3Y | +162.6% | -25.9% | +188.5% | +189.9% |
| 5Y | +152.8% | -34.6% | +187.3% | +191.6% |
| 10Y | +583.6% | +36.2% | +547.5% | +301.6% |
| All | +1,309.2% | +237.3% | +1,072.0% | +306.3% |
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