+45.9%
UPS vs ALL
+377.9%
-332.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +3.8% | +5.0% | -1.2% | +2.1% |
| 30D | +17.4% | +13.3% | +4.0% | +12.7% |
| 3M | +8.2% | +3.2% | +5.0% | +6.9% |
| 6M | +17.9% | +25.3% | -7.4% | +8.3% |
| YTD | +18.7% | +30.5% | -11.8% | +7.0% |
| 1Y | +24.8% | +29.2% | -4.4% | +12.8% |
| 3Y | -4.5% | +119.1% | -123.6% | -31.4% |
| 5Y | -33.2% | +162.6% | -195.8% | -56.8% |
| All | +45.9% | +377.9% | -332.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling