+209.9%
ON vs UPS
+245.7%
-35.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.9% |
| 7D | +2.4% | -2.9% | +5.3% | +4.7% |
| 30D | -3.3% | -3.5% | +0.2% | -1.0% |
| 3M | -43.6% | -5.7% | -37.9% | -41.2% |
| 6M | +19.0% | -4.4% | +23.3% | +22.2% |
| YTD | +37.4% | +8.0% | +29.3% | +28.5% |
| 1Y | +54.8% | +29.0% | +25.7% | +26.1% |
| 3Y | -25.2% | -27.7% | +2.5% | -9.6% |
| 5Y | +62.7% | -34.3% | +97.1% | +111.6% |
| 10Y | +574.3% | +37.8% | +536.6% | +354.8% |
| All | +209.9% | +245.7% | -35.8% | -2.0% |
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