-21.4%
NOW vs UPS
+27.3%
-48.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -3.1% |
| 7D | -2.4% | -2.9% | +0.5% | -2.7% |
| 30D | +20.5% | -3.5% | +24.0% | +20.0% |
| 3M | +18.3% | -5.7% | +24.1% | +17.7% |
| 6M | +24.1% | -4.4% | +28.4% | +24.0% |
| YTD | -7.8% | +8.0% | -15.8% | -8.3% |
| 1Y | -21.4% | +29.0% | -50.4% | -23.8% |
| All | -21.4% | +27.3% | -48.7% | -23.8% |
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