+259.5%
UPS vs ALL
+1,565.0%
-1,305.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -1.6% | -2.6% | +0.9% | -0.8% |
| 30D | +17.9% | +12.7% | +5.2% | +13.5% |
| 3M | +9.4% | +0.4% | +9.0% | +9.1% |
| 6M | +16.2% | +23.8% | -7.6% | +7.5% |
| YTD | +18.8% | +27.8% | -9.0% | +8.4% |
| 1Y | +26.1% | +28.9% | -2.8% | +14.8% |
| 3Y | -4.5% | +113.9% | -118.3% | -27.8% |
| 5Y | -33.2% | +157.4% | -190.6% | -53.4% |
| 10Y | +44.3% | +369.0% | -324.7% | -18.7% |
| All | +259.5% | +1,565.0% | -1,305.5% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling