+53.4%
UPS vs P
+485.4%
-432.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -2.9% | +6.5% | -9.4% | -3.7% |
| 30D | -3.5% | +18.8% | -22.3% | -6.0% |
| 3M | -5.7% | +26.7% | -32.5% | -9.3% |
| 6M | -4.4% | +62.2% | -66.5% | -11.5% |
| YTD | +8.0% | +48.5% | -40.5% | +0.5% |
| 1Y | +29.0% | +26.4% | +2.6% | +21.0% |
| 3Y | -27.7% | +159.4% | -187.1% | -42.2% |
| 5Y | -34.3% | +275.8% | -310.1% | -51.6% |
| 10Y | +37.8% | +732.0% | -694.2% | -11.8% |
| All | +53.4% | +485.4% | -432.0% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling