+125.6%
UPS vs INDA
+115.1%
+10.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -2.9% | +0.7% | -3.6% | -3.2% |
| 30D | -3.5% | -0.8% | -2.7% | -3.2% |
| 3M | -5.7% | +3.9% | -9.7% | -7.1% |
| 6M | -4.4% | -0.7% | -3.7% | -4.2% |
| YTD | +8.0% | -7.7% | +15.7% | +11.3% |
| 1Y | +29.0% | -5.1% | +34.1% | +31.4% |
| 3Y | -27.7% | +13.6% | -41.3% | -31.5% |
| 5Y | -34.3% | +7.8% | -42.1% | -36.7% |
| 10Y | +37.8% | +84.6% | -46.9% | +7.7% |
| All | +125.6% | +115.1% | +10.5% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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