-33.7%
UPS vs COMP
-31.2%
-2.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -2.9% | +1.4% | -4.3% | -3.0% |
| 30D | -3.5% | -13.3% | +9.8% | -2.2% |
| 3M | -5.7% | +41.1% | -46.8% | -9.3% |
| 6M | -4.4% | +17.2% | -21.5% | -7.0% |
| YTD | +8.0% | +5.2% | +2.8% | +5.7% |
| 1Y | +29.0% | +18.9% | +10.1% | +24.3% |
| 3Y | -27.7% | +215.9% | -243.6% | -39.3% |
| All | -33.7% | -31.2% | -2.6% | -42.9% |
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