-9.6%
UPS vs ALL
+105.5%
-115.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -2.0% |
| 7D | 0.0% | -1.9% | +2.0% | +0.3% |
| 30D | +17.3% | +13.8% | +3.6% | +16.1% |
| 3M | +6.6% | -7.0% | +13.6% | +7.2% |
| 6M | +12.0% | +18.0% | -6.0% | +9.5% |
| YTD | +14.4% | +24.2% | -9.8% | +10.7% |
| 1Y | +23.3% | +31.2% | -7.9% | +18.4% |
| 3Y | -9.6% | +107.5% | -117.2% | -15.7% |
| All | -9.6% | +105.5% | -115.1% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling