-19.1%
UPS vs COMP
-52.0%
+32.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.7% | -13.2% | -3.5% |
| 7D | 0.0% | +13.4% | -13.4% | -1.2% |
| 30D | +17.3% | +11.1% | +6.2% | +15.9% |
| 3M | +6.6% | -18.8% | +25.5% | +8.4% |
| 6M | +12.0% | +10.5% | +1.5% | +9.9% |
| YTD | +14.4% | -3.4% | +17.8% | +12.6% |
| 1Y | +23.3% | +19.7% | +3.6% | +18.9% |
| 3Y | -9.6% | +381.6% | -391.2% | -26.4% |
| 5Y | -34.1% | -17.6% | -16.5% | -43.4% |
| All | -19.1% | -52.0% | +32.9% | -29.1% |
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