+270.0%
UPS vs A
+554.3%
-284.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +17.9% | +3.3% | +14.7% | +17.1% |
| 3M | +9.4% | +18.5% | -9.1% | +5.2% |
| 6M | +16.2% | +59.3% | -43.1% | +4.4% |
| YTD | +18.8% | +31.0% | -12.3% | +11.1% |
| 1Y | +26.1% | +19.3% | +6.8% | +20.3% |
| 3Y | -4.5% | +66.8% | -71.3% | -15.9% |
| 5Y | -33.2% | +15.5% | -48.7% | -37.1% |
| 10Y | +44.3% | +312.3% | -268.0% | +6.1% |
| All | +270.0% | +554.3% | -284.4% | +133.7% |
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