+1,449.6%
NET vs UPS
+11.3%
+1,438.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -7.0% | -2.9% | -4.1% | -5.5% |
| 30D | -4.8% | -3.5% | -1.3% | -3.0% |
| 3M | +3.8% | -5.7% | +9.5% | +6.7% |
| 6M | +50.0% | -4.4% | +54.4% | +51.6% |
| YTD | +41.5% | +8.0% | +33.5% | +33.4% |
| 1Y | +32.8% | +29.0% | +3.8% | +13.0% |
| 3Y | +335.9% | -27.7% | +363.6% | +391.7% |
| 5Y | +113.8% | -34.3% | +148.2% | +162.2% |
| All | +1,449.6% | +11.3% | +1,438.2% | +1,356.5% |
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 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