-38.7%
NOW vs UPS
+29.9%
-68.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | +0.1% |
| 7D | -27.5% | +8.2% | -35.8% | -27.0% |
| 30D | -20.0% | +22.7% | -42.8% | -19.1% |
| 3M | -7.9% | +6.4% | -14.3% | -8.1% |
| 6M | +18.3% | +22.6% | -4.3% | +21.9% |
| YTD | -29.0% | +20.7% | -49.7% | -29.6% |
| 1Y | -38.7% | +30.6% | -69.3% | -40.3% |
| All | -38.7% | +29.9% | -68.6% | -40.3% |
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 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