+1,972.6%
NOW vs UPS
+133.2%
+1,839.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.7% |
| 7D | -3.0% | 0.0% | -3.0% | -3.1% |
| 30D | -26.0% | +17.3% | -43.4% | -31.2% |
| 3M | -13.1% | +6.6% | -19.7% | -15.8% |
| 6M | +14.5% | +12.0% | +2.5% | +7.6% |
| YTD | -33.4% | +14.4% | -47.8% | -39.3% |
| 1Y | -40.6% | +23.3% | -63.9% | -47.9% |
| 3Y | -16.3% | -9.6% | -6.7% | -18.4% |
| 5Y | -26.3% | -34.1% | +7.8% | -15.3% |
| 10Y | +512.7% | +49.5% | +463.2% | +299.3% |
| All | +1,972.6% | +133.2% | +1,839.4% | +790.6% |
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