+246.2%
UPS vs B
+236.6%
+9.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | 0.0% | +9.6% | -9.5% | -0.3% |
| 30D | +17.3% | +3.5% | +13.8% | +17.1% |
| 3M | +6.6% | -1.6% | +8.2% | +6.6% |
| 6M | +12.0% | -1.7% | +13.7% | +11.9% |
| YTD | +14.4% | -5.3% | +19.7% | +14.3% |
| 1Y | +23.3% | +27.2% | -3.9% | +21.8% |
| 3Y | -9.6% | +166.1% | -175.7% | -13.5% |
| 5Y | -34.1% | +136.5% | -170.6% | -37.0% |
| 10Y | +49.5% | +172.2% | -122.7% | +41.1% |
| All | +246.2% | +236.6% | +9.6% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling