+36.4%
UPS vs BLK
+283.5%
-247.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | -2.0% | -3.3% | +1.3% | -0.4% |
| 30D | -2.0% | -6.5% | +4.6% | +1.1% |
| 3M | -6.2% | +6.7% | -13.0% | -9.6% |
| 6M | +2.8% | +14.7% | -12.0% | -4.7% |
| YTD | +5.9% | +2.5% | +3.4% | +3.1% |
| 1Y | +26.2% | -2.8% | +29.0% | +25.7% |
| 3Y | -26.0% | +65.9% | -91.9% | -44.3% |
| 5Y | -34.3% | +33.0% | -67.2% | -46.0% |
| All | +36.4% | +283.5% | -247.1% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling