+572.1%
ON vs UPS
+37.5%
+534.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.7% |
| 7D | -4.7% | -3.4% | -1.3% | -2.4% |
| 30D | -13.5% | -2.7% | -10.7% | -11.9% |
| 3M | -36.3% | -1.6% | -34.7% | -35.8% |
| 6M | +17.8% | +2.3% | +15.4% | +15.5% |
| YTD | +29.6% | +5.6% | +24.0% | +23.9% |
| 1Y | +45.8% | +27.1% | +18.7% | +22.1% |
| 3Y | -28.3% | -26.3% | -2.0% | -15.9% |
| 5Y | +49.6% | -34.5% | +84.1% | +91.8% |
| All | +572.1% | +37.5% | +534.7% | +381.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling