+30.6%
UPS vs P
+19.7%
+10.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.0% | +9.7% | +4.6% |
| 7D | +8.2% | -19.4% | +27.6% | +8.0% |
| 30D | +22.7% | -22.3% | +45.0% | +22.4% |
| 3M | +6.4% | +33.2% | -26.8% | +5.9% |
| 6M | +22.6% | +53.6% | -31.0% | +21.6% |
| YTD | +20.7% | +66.8% | -46.1% | +20.1% |
| 1Y | +30.6% | +17.5% | +13.1% | +27.4% |
| All | +30.6% | +19.7% | +10.9% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling