-33.2%
UPS vs COMP
-14.2%
-19.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.0% |
| 7D | -1.6% | +2.2% | -3.8% | -2.0% |
| 30D | +17.9% | +16.3% | +1.6% | +15.9% |
| 3M | +9.4% | -19.1% | +28.5% | +11.3% |
| 6M | +16.2% | +17.1% | -1.0% | +13.2% |
| YTD | +18.8% | -2.9% | +21.7% | +16.7% |
| 1Y | +26.1% | +8.8% | +17.3% | +22.5% |
| 3Y | -4.5% | +423.5% | -427.9% | -24.0% |
| 5Y | -33.2% | -10.5% | -22.7% | -40.0% |
| All | -33.2% | -14.2% | -19.0% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling