+259.3%
UPS vs BB
+39.2%
+220.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.0% |
| 7D | +3.8% | +1.8% | +2.0% | +3.6% |
| 30D | +17.4% | +8.1% | +9.2% | +16.3% |
| 3M | +8.2% | -1.0% | +9.2% | +7.7% |
| 6M | +17.9% | +45.9% | -28.0% | +12.8% |
| YTD | +18.7% | +134.8% | -116.1% | +8.7% |
| 1Y | +24.8% | +104.6% | -79.8% | +15.5% |
| 3Y | -4.5% | +152.8% | -157.4% | -15.3% |
| 5Y | -33.2% | -17.4% | -15.8% | -36.4% |
| 10Y | +44.2% | +22.4% | +21.8% | +22.0% |
| All | +259.3% | +39.2% | +220.2% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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