+227.0%
UPS vs BB
+20.4%
+206.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | -5.6% | +2.8% | -2.4% |
| 30D | -3.5% | -11.8% | +8.3% | -2.6% |
| 3M | -5.7% | -25.5% | +19.8% | -3.9% |
| 6M | -4.4% | +121.3% | -125.6% | -11.6% |
| YTD | +8.0% | +103.2% | -95.1% | +0.6% |
| 1Y | +29.0% | +102.6% | -73.6% | +19.8% |
| 3Y | -27.7% | +37.5% | -65.2% | -32.5% |
| 5Y | -34.3% | -30.4% | -3.9% | -36.5% |
| 10Y | +37.8% | 0.0% | +37.8% | +19.0% |
| All | +227.0% | +20.4% | +206.6% | +153.1% |
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