-9.6%
UPS vs B
+165.5%
-175.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | 0.0% | +9.6% | -9.5% | -0.9% |
| 30D | +17.3% | +3.5% | +13.8% | +16.8% |
| 3M | +6.6% | -1.6% | +8.2% | +6.5% |
| 6M | +12.0% | -1.7% | +13.7% | +11.5% |
| YTD | +14.4% | -5.3% | +19.7% | +13.9% |
| 1Y | +23.3% | +27.2% | -3.9% | +21.0% |
| 3Y | -9.6% | +166.1% | -175.7% | -19.1% |
| All | -9.6% | +165.5% | -175.1% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 3y: compounded portfolio wealth divided by compounded B 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…
3y analysis · Full analysis span regression · 6 months rolling