+7,780.2%
UNH vs UPS
+237.3%
+7,543.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | +1.1% | -2.1% | +3.3% | +1.9% |
| 30D | -1.5% | -2.3% | +0.8% | -0.7% |
| 3M | -0.8% | -5.2% | +4.4% | +0.7% |
| 6M | +41.8% | +1.4% | +40.4% | +39.5% |
| YTD | +23.1% | +6.1% | +17.0% | +18.5% |
| 1Y | +28.5% | +27.0% | +1.5% | +15.3% |
| 3Y | -11.8% | -25.9% | +14.2% | -6.2% |
| 5Y | +5.3% | -34.6% | +39.9% | +13.9% |
| 10Y | +247.4% | +36.2% | +211.3% | +156.0% |
| All | +7,780.2% | +237.3% | +7,543.0% | +3,690.0% |
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