+43.7%
UPS vs ARWR
+1,055.7%
-1,012.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +1.7% | -17.7% | +19.4% | +3.1% |
| 30D | +17.4% | -21.9% | +39.3% | +19.5% |
| 3M | +7.7% | -44.5% | +52.3% | +12.3% |
| 6M | +13.8% | -32.6% | +46.4% | +16.6% |
| YTD | +17.3% | -26.2% | +43.5% | +18.9% |
| 1Y | +27.2% | +23.0% | +4.2% | +23.6% |
| 3Y | -5.6% | +81.8% | -87.4% | -13.8% |
| 5Y | -33.5% | -36.0% | +2.5% | -36.7% |
| 10Y | +43.7% | +1,039.5% | -995.9% | +21.2% |
| All | +43.7% | +1,055.7% | -1,012.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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