+227.0%
UPS vs ALL
+1,548.5%
-1,321.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.7% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -3.5% | -1.5% | -2.0% | -3.2% |
| 3M | -5.7% | +23.6% | -29.3% | -12.5% |
| 6M | -4.4% | +22.3% | -26.7% | -11.1% |
| YTD | +8.0% | +26.5% | -18.5% | -0.9% |
| 1Y | +29.0% | +27.0% | +2.0% | +17.9% |
| 3Y | -27.7% | +149.6% | -177.3% | -48.1% |
| 5Y | -34.3% | +118.1% | -152.4% | -51.6% |
| 10Y | +37.8% | +369.0% | -331.2% | -22.2% |
| All | +227.0% | +1,548.5% | -1,321.5% | -6.0% |
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