+217.2%
UPS vs BLK
+11,279.9%
-11,062.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.6% |
| 7D | -3.7% | -2.7% | -1.0% | -2.8% |
| 30D | -3.7% | -4.8% | +1.0% | -2.3% |
| 3M | -6.6% | +6.5% | -13.0% | -8.7% |
| 6M | +2.6% | +13.2% | -10.6% | -1.9% |
| YTD | +4.8% | +1.8% | +3.0% | +3.3% |
| 1Y | +25.3% | -1.0% | +26.3% | +24.4% |
| 3Y | -26.9% | +66.0% | -92.8% | -38.7% |
| 5Y | -33.5% | +31.2% | -64.7% | -40.7% |
| 10Y | +36.1% | +278.5% | -242.4% | -12.5% |
| All | +217.2% | +11,279.9% | -11,062.7% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling