-27.5%
ON vs UPS
-27.1%
-0.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.7% |
| 7D | -1.9% | -3.7% | +1.8% | +0.5% |
| 30D | -11.0% | -3.7% | -7.3% | -9.0% |
| 3M | -39.3% | -6.6% | -32.8% | -36.9% |
| 6M | +19.8% | +2.6% | +17.3% | +17.5% |
| YTD | +31.1% | +4.8% | +26.3% | +26.5% |
| 1Y | +46.0% | +25.3% | +20.7% | +26.1% |
| All | -27.5% | -27.1% | -0.4% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling