+275.3%
UPS vs BRKR
+172.5%
+102.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.3% |
| 7D | -2.0% | -8.7% | +6.7% | -1.0% |
| 30D | -2.0% | -9.9% | +7.9% | -0.9% |
| 3M | -6.2% | -3.1% | -3.1% | -6.6% |
| 6M | +2.8% | +45.5% | -42.7% | -2.8% |
| YTD | +5.9% | +13.7% | -7.8% | +2.8% |
| 1Y | +26.2% | +67.4% | -41.2% | +16.8% |
| 3Y | -26.0% | -13.2% | -12.8% | -27.4% |
| 5Y | -34.3% | -39.5% | +5.2% | -33.4% |
| 10Y | +37.5% | +153.5% | -115.9% | +19.7% |
| All | +275.3% | +172.5% | +102.8% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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