-38.4%
U vs UPS
-19.1%
-19.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.6% |
| 7D | 0.0% | -3.4% | +3.4% | +2.1% |
| 30D | -4.1% | -2.7% | -1.4% | -2.6% |
| 3M | +57.8% | -1.6% | +59.4% | +56.6% |
| 6M | +103.5% | +2.3% | +101.2% | +94.7% |
| YTD | -4.8% | +5.6% | -10.3% | -12.2% |
| 1Y | -2.4% | +27.1% | -29.4% | -22.7% |
| 3Y | +11.7% | -26.3% | +38.0% | +27.7% |
| 5Y | -68.9% | -34.5% | -34.4% | -59.0% |
| All | -38.4% | -19.1% | -19.3% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling