+175.0%
UPS vs BR
+1,286.0%
-1,110.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.8% |
| 7D | -2.1% | -5.9% | +3.8% | +0.2% |
| 30D | -2.3% | +1.9% | -4.2% | -3.2% |
| 3M | -5.2% | +14.7% | -19.9% | -10.8% |
| 6M | +1.4% | -12.8% | +14.2% | +5.9% |
| YTD | +6.1% | -23.0% | +29.2% | +15.9% |
| 1Y | +27.0% | -31.7% | +58.7% | +45.4% |
| 3Y | -25.9% | -4.8% | -21.1% | -26.7% |
| 5Y | -34.6% | +7.8% | -42.4% | -39.5% |
| 10Y | +36.2% | +184.1% | -147.9% | -16.3% |
| All | +175.0% | +1,286.0% | -1,110.9% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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