-14.3%
UNH vs UPS
-26.6%
+12.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -3.2% | -3.4% | +0.3% | -2.7% |
| 30D | -3.5% | -2.7% | -0.7% | -3.1% |
| 3M | -4.2% | -1.6% | -2.5% | -4.1% |
| 6M | +38.3% | +2.3% | +36.0% | +37.4% |
| YTD | +19.2% | +5.6% | +13.6% | +17.6% |
| 1Y | +15.0% | +27.1% | -12.1% | +10.8% |
| All | -14.3% | -26.6% | +12.3% | -14.1% |
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