+36.0%
UPS vs PODD
+229.6%
-193.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | -3.4% | -10.6% | +7.1% | -2.0% |
| 30D | -2.7% | -6.9% | +4.2% | -1.9% |
| 3M | -1.6% | -10.6% | +9.0% | -0.7% |
| 6M | +2.3% | -43.5% | +45.8% | +9.5% |
| YTD | +5.6% | -52.6% | +58.2% | +15.7% |
| 1Y | +27.1% | -60.1% | +87.2% | +42.4% |
| 3Y | -26.3% | -21.7% | -4.6% | -26.7% |
| 5Y | -34.5% | -54.6% | +20.1% | -31.2% |
| All | +36.0% | +229.6% | -193.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 10y: compounded portfolio wealth divided by compounded PODD 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…
10y analysis · Full analysis span regression · 6 months rolling