-34.7%
UPS vs BLK
+32.0%
-66.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.4% |
| 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% | -4.8% |
| YTD | +5.9% | +2.5% | +3.4% | +3.0% |
| 1Y | +26.2% | -2.8% | +29.0% | +25.7% |
| 3Y | -26.0% | +65.9% | -91.9% | -45.8% |
| All | -34.7% | +32.0% | -66.7% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling