-34.6%
UPS vs ALL
+117.0%
-151.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.3% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | -2.3% | -4.7% | +2.4% | -1.4% |
| 3M | -5.2% | +18.4% | -23.6% | -9.0% |
| 6M | +1.4% | +20.5% | -19.1% | -3.3% |
| YTD | +6.1% | +23.5% | -17.4% | +0.5% |
| 1Y | +27.0% | +29.0% | -2.0% | +18.8% |
| 3Y | -25.9% | +153.7% | -179.6% | -43.7% |
| 5Y | -34.6% | +114.8% | -149.4% | -49.1% |
| All | -34.6% | +117.0% | -151.6% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling