+30.6%
UPS vs COMP
+23.8%
+6.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.7% | -3.0% | +3.8% |
| 7D | +8.2% | +9.5% | -1.3% | +7.0% |
| 30D | +22.7% | +8.1% | +14.7% | +21.4% |
| 3M | +6.4% | -16.3% | +22.8% | +8.2% |
| 6M | +22.6% | +42.2% | -19.6% | +14.6% |
| YTD | +20.7% | -5.0% | +25.7% | +15.7% |
| 1Y | +30.6% | +20.1% | +10.5% | +21.4% |
| All | +30.6% | +23.8% | +6.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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