-68.3%
U vs UPS
-35.0%
-33.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.3% |
| 7D | +4.4% | -3.7% | +8.0% | +6.9% |
| 30D | -1.3% | -3.7% | +2.4% | +1.1% |
| 3M | +49.6% | -6.6% | +56.1% | +53.8% |
| 6M | +100.2% | +2.6% | +97.6% | +90.0% |
| YTD | -3.7% | +4.8% | -8.5% | -11.7% |
| 1Y | -6.5% | +25.3% | -31.8% | -27.2% |
| 3Y | +12.9% | -26.9% | +39.8% | +32.1% |
| 5Y | -68.3% | -33.5% | -34.8% | -56.8% |
| All | -68.3% | -35.0% | -33.3% | -56.8% |
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 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