+87.5%
U vs UPS
-4.2%
+91.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +4.7% |
| 7D | +2.6% | +3.8% | -1.2% | +1.5% |
| 30D | +27.6% | +17.4% | +10.2% | +21.1% |
| 3M | +15.3% | +8.2% | +7.1% | +12.1% |
| 6M | +96.4% | +17.9% | +78.4% | +83.7% |
| YTD | +19.6% | +18.7% | +0.9% | +9.2% |
| 1Y | +42.1% | +24.8% | +17.3% | +26.8% |
| 3Y | +87.5% | -4.5% | +92.1% | +49.9% |
| All | +87.5% | -4.2% | +91.7% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling