+254.7%
UPS vs ARWR
+37.7%
+217.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -15.3% | +17.8% | +2.5% |
| 7D | +1.1% | -17.3% | +18.5% | +1.2% |
| 30D | +17.3% | -21.5% | +38.9% | +17.5% |
| 3M | +7.9% | -43.8% | +51.7% | +8.2% |
| 6M | +13.7% | -32.3% | +46.0% | +14.0% |
| YTD | +17.2% | -25.8% | +43.0% | +17.3% |
| 1Y | +23.2% | +25.5% | -2.3% | +23.0% |
| 3Y | -5.9% | +84.1% | -90.0% | -6.5% |
| 5Y | -33.1% | -39.2% | +6.2% | -33.3% |
| 10Y | +44.3% | +1,072.4% | -1,028.1% | +42.0% |
| All | +254.7% | +37.7% | +217.0% | +261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling