-33.1%
UPS vs IR
+51.1%
-84.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | +0.5% |
| 7D | +1.1% | +5.0% | -3.9% | -0.9% |
| 30D | +17.3% | +10.3% | +7.0% | +12.4% |
| 3M | +7.9% | -0.1% | +8.0% | +7.5% |
| 6M | +13.7% | +14.8% | -1.0% | +6.5% |
| YTD | +17.2% | +9.7% | +7.4% | +11.1% |
| 1Y | +23.2% | +12.2% | +11.0% | +15.6% |
| 3Y | -5.9% | +30.0% | -35.9% | -21.7% |
| 5Y | -33.1% | +46.8% | -79.9% | -48.9% |
| All | -33.1% | +51.1% | -84.2% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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