+95.7%
QQQ vs UPS
-34.8%
+130.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.6% | -2.0% | +1.4% | +0.1% |
| 30D | -1.2% | -2.0% | +0.7% | -0.6% |
| 3M | -0.2% | -6.2% | +6.0% | +1.6% |
| 6M | +17.9% | +2.8% | +15.1% | +15.8% |
| YTD | +16.6% | +5.9% | +10.7% | +12.7% |
| 1Y | +23.0% | +26.2% | -3.3% | +10.7% |
| 3Y | +92.9% | -26.0% | +119.0% | +106.8% |
| All | +95.7% | -34.8% | +130.5% | +118.9% |
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