+1.3%
U vs UPS
+29.6%
-28.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.5% |
| 7D | +5.5% | -2.0% | +7.5% | +5.4% |
| 30D | -1.3% | -2.0% | +0.7% | -1.4% |
| 3M | +64.6% | -6.2% | +70.8% | +63.3% |
| 6M | +119.4% | +2.8% | +116.6% | +118.6% |
| YTD | -0.5% | +5.9% | -6.4% | -0.2% |
| 1Y | +1.3% | +26.2% | -25.0% | +1.8% |
| All | +1.3% | +29.6% | -28.4% | +1.8% |
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