+44.3%
UPS vs CAPR
-64.9%
+109.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -7.0% | +2.4% |
| 7D | +1.1% | +36.0% | -34.9% | +0.8% |
| 30D | +17.3% | +25.8% | -8.5% | +17.0% |
| 3M | +7.9% | +140.8% | -133.0% | +6.6% |
| 6M | +13.7% | -67.6% | +81.3% | +14.1% |
| YTD | +17.2% | -65.9% | +83.0% | +17.4% |
| 1Y | +23.2% | +66.1% | -42.9% | +18.8% |
| 3Y | -5.9% | +256.9% | -262.8% | -10.8% |
| 5Y | -33.1% | +172.1% | -205.2% | -36.7% |
| 10Y | +44.3% | -64.7% | +109.0% | +36.2% |
| All | +44.3% | -64.9% | +109.3% | +36.2% |
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