-17.0%
UPS vs COMP
-56.6%
+39.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.2% | +5.3% | -2.1% |
| 7D | +3.5% | -1.8% | +5.3% | +3.6% |
| 30D | +19.3% | -0.8% | +20.0% | +19.2% |
| 3M | +4.7% | -28.1% | +32.9% | +7.8% |
| 6M | +17.0% | +27.0% | -10.0% | +13.1% |
| YTD | +17.3% | -12.8% | +30.0% | +16.7% |
| 1Y | +27.4% | +4.9% | +22.5% | +24.5% |
| 3Y | -7.7% | +321.0% | -328.7% | -23.9% |
| 5Y | -32.4% | -25.6% | -6.9% | -41.4% |
| All | -17.0% | -56.6% | +39.6% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling