+36.2%
UPS vs CAPR
-77.1%
+113.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.7% |
| 7D | -2.1% | -9.5% | +7.4% | -2.0% |
| 30D | -2.3% | +121.5% | -123.8% | -3.3% |
| 3M | -5.2% | -65.4% | +60.2% | -4.9% |
| 6M | +1.4% | -67.5% | +68.9% | +1.8% |
| YTD | +6.1% | -68.6% | +74.7% | +6.5% |
| 1Y | +27.0% | +42.7% | -15.7% | +22.6% |
| 3Y | -25.9% | +43.4% | -69.3% | -29.4% |
| 5Y | -34.6% | +86.0% | -120.6% | -38.0% |
| 10Y | +36.2% | -77.4% | +113.6% | +30.7% |
| All | +36.2% | -77.1% | +113.3% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling