+269.8%
UPS vs A
+543.3%
-273.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +3.8% | -0.5% | +4.2% | +3.9% |
| 30D | +17.4% | 0.0% | +17.4% | +17.3% |
| 3M | +8.2% | +16.7% | -8.5% | +4.4% |
| 6M | +17.9% | +54.8% | -36.9% | +6.6% |
| YTD | +18.7% | +28.8% | -10.1% | +11.4% |
| 1Y | +24.8% | +19.3% | +5.5% | +19.1% |
| 3Y | -4.5% | +65.5% | -70.1% | -15.8% |
| 5Y | -33.2% | +12.1% | -45.3% | -36.7% |
| 10Y | +44.2% | +305.4% | -261.1% | +6.5% |
| All | +269.8% | +543.3% | -273.5% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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