+3.7%
U vs UPS
+27.3%
-23.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.1% |
| 7D | -3.8% | -2.9% | -0.9% | -4.0% |
| 30D | +17.5% | -3.5% | +21.0% | +17.2% |
| 3M | +38.7% | -5.7% | +44.4% | +37.7% |
| 6M | +104.4% | -4.4% | +108.8% | +102.0% |
| YTD | -5.7% | +8.0% | -13.7% | -5.4% |
| 1Y | +3.7% | +29.0% | -25.4% | +2.0% |
| All | +3.7% | +27.3% | -23.6% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling