+236.6%
UPS vs A
+457.0%
-220.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -2.9% | -1.9% | -0.9% | -2.5% |
| 30D | -3.5% | +6.9% | -10.4% | -4.9% |
| 3M | -5.7% | +9.2% | -15.0% | -7.7% |
| 6M | -4.4% | +25.7% | -30.0% | -9.4% |
| YTD | +8.0% | +11.5% | -3.5% | +4.9% |
| 1Y | +29.0% | +18.4% | +10.7% | +23.5% |
| 3Y | -27.7% | +26.6% | -54.3% | -32.4% |
| 5Y | -34.3% | -12.8% | -21.5% | -34.3% |
| 10Y | +37.8% | +247.2% | -209.4% | +5.3% |
| All | +236.6% | +457.0% | -220.5% | +120.6% |
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