+30.6%
UPS vs CAPR
+47.4%
-16.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.3% | -3.5% | +4.6% |
| 7D | +8.2% | +43.2% | -35.0% | +7.9% |
| 30D | +22.7% | +14.7% | +8.1% | +22.5% |
| 3M | +6.4% | +113.9% | -107.5% | +5.6% |
| 6M | +22.6% | -73.4% | +96.0% | +23.1% |
| YTD | +20.7% | -69.1% | +89.8% | +21.0% |
| 1Y | +30.6% | +47.2% | -16.6% | +27.5% |
| All | +30.6% | +47.4% | -16.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling