+5.8%
UPS vs BIYA
-99.9%
+105.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -0.6% | +10.0% | -10.6% | -0.6% |
| 30D | +16.4% | -17.7% | +34.1% | +16.4% |
| 3M | +7.9% | -55.0% | +62.9% | +7.7% |
| 6M | +15.8% | -85.1% | +101.0% | +14.9% |
| YTD | +16.6% | -96.9% | +113.4% | +17.5% |
| 1Y | +22.3% | -98.5% | +120.8% | +24.9% |
| All | +5.8% | -99.9% | +105.7% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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