+184.9%
UPS vs CAPR
-99.1%
+284.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.7% | -7.1% | -2.5% |
| 7D | 0.0% | +41.1% | -41.0% | -0.2% |
| 30D | +17.3% | +11.1% | +6.2% | +17.2% |
| 3M | +6.6% | +115.3% | -108.7% | +5.8% |
| 6M | +12.0% | -73.8% | +85.8% | +12.5% |
| YTD | +14.4% | -68.8% | +83.2% | +14.6% |
| 1Y | +23.3% | +43.3% | -20.0% | +20.3% |
| 3Y | -9.6% | +214.7% | -224.3% | -12.8% |
| 5Y | -34.1% | +141.3% | -175.4% | -36.5% |
| 10Y | +49.5% | -67.0% | +116.5% | +41.9% |
| All | +184.9% | -99.1% | +284.0% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling