+210.3%
UPS vs PODD
+796.9%
-586.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.5% |
| 7D | +3.8% | +4.1% | -0.3% | +3.2% |
| 30D | +17.4% | +13.9% | +3.5% | +15.2% |
| 3M | +8.2% | +4.1% | +4.1% | +7.4% |
| 6M | +17.9% | +2.4% | +15.5% | +16.6% |
| YTD | +18.7% | -46.4% | +65.1% | +28.2% |
| 1Y | +24.8% | -54.2% | +79.0% | +37.7% |
| 3Y | -4.5% | -6.9% | +2.3% | -6.9% |
| 5Y | -33.2% | -51.6% | +18.4% | -30.3% |
| 10Y | +44.2% | +329.3% | -285.0% | +4.7% |
| All | +210.3% | +796.9% | -586.6% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling