+147.9%
UPS vs INDA
+121.8%
+26.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +3.8% | +1.1% | +2.7% | +3.3% |
| 30D | +17.4% | +9.4% | +8.0% | +13.3% |
| 3M | +8.2% | +2.9% | +5.3% | +6.9% |
| 6M | +17.9% | +7.2% | +10.7% | +14.7% |
| YTD | +18.7% | -4.8% | +23.5% | +20.8% |
| 1Y | +24.8% | -5.1% | +29.9% | +27.1% |
| 3Y | -4.5% | +16.7% | -21.2% | -10.5% |
| 5Y | -33.2% | +8.8% | -42.0% | -35.9% |
| 10Y | +44.2% | +116.2% | -72.0% | +7.8% |
| All | +147.9% | +121.8% | +26.1% | +78.2% |
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