+227.0%
UPS vs B
+271.4%
-44.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -2.9% | -1.6% | -1.3% | -2.8% |
| 30D | -3.5% | +9.4% | -12.9% | -3.9% |
| 3M | -5.7% | +5.0% | -10.7% | -6.0% |
| 6M | -4.4% | -3.5% | -0.8% | -4.4% |
| YTD | +8.0% | +4.5% | +3.6% | +7.6% |
| 1Y | +29.0% | +67.8% | -38.7% | +26.1% |
| 3Y | -27.7% | +196.7% | -224.4% | -31.1% |
| 5Y | -34.3% | +151.9% | -186.3% | -37.4% |
| 10Y | +37.8% | +202.2% | -164.4% | +29.5% |
| All | +227.0% | +271.4% | -44.4% | +225.3% |
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