-39.0%
U vs UPS
-17.3%
-21.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -3.8% | -2.9% | -0.9% | -2.0% |
| 30D | +17.5% | -3.5% | +21.0% | +19.5% |
| 3M | +38.7% | -5.7% | +44.4% | +41.9% |
| 6M | +104.4% | -4.4% | +108.8% | +104.5% |
| YTD | -5.7% | +8.0% | -13.7% | -14.3% |
| 1Y | +3.7% | +29.0% | -25.4% | -18.5% |
| 3Y | +12.3% | -27.7% | +40.0% | +31.7% |
| 5Y | -68.8% | -34.3% | -34.5% | -59.2% |
| All | -39.0% | -17.3% | -21.8% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling