+32.8%
NET vs UPS
+27.3%
+5.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -7.0% | -2.9% | -4.1% | -6.3% |
| 30D | -4.8% | -3.5% | -1.3% | -4.0% |
| 3M | +3.8% | -5.7% | +9.5% | +5.0% |
| 6M | +50.0% | -4.4% | +54.4% | +50.1% |
| YTD | +41.5% | +8.0% | +33.5% | +38.1% |
| 1Y | +32.8% | +29.0% | +3.8% | +25.1% |
| All | +32.8% | +27.3% | +5.5% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling