+20.0%
ON vs UPS
-33.1%
+53.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.5% | -5.0% |
| 7D | +12.2% | +3.8% | +8.5% | +9.3% |
| 30D | -3.1% | +17.4% | -20.5% | -14.1% |
| 3M | -12.9% | +8.2% | -21.1% | -18.2% |
| 6M | -38.6% | +17.9% | -56.5% | -46.2% |
| YTD | +31.2% | +18.7% | +12.5% | +13.7% |
| 1Y | +47.6% | +24.8% | +22.8% | +23.2% |
| 3Y | +6.6% | -4.5% | +11.2% | +1.9% |
| All | +20.0% | -33.1% | +53.1% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling