+182.4%
UPS vs PODD
+767.5%
-585.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -2.9% | +1.6% | -4.5% | -3.1% |
| 30D | -3.5% | +10.7% | -14.2% | -5.0% |
| 3M | -5.7% | +0.7% | -6.4% | -6.4% |
| 6M | -4.4% | -39.3% | +34.9% | +1.6% |
| YTD | +8.0% | -48.1% | +56.1% | +17.3% |
| 1Y | +29.0% | -57.4% | +86.5% | +43.8% |
| 3Y | -27.7% | -23.3% | -4.5% | -27.8% |
| 5Y | -34.3% | -51.3% | +16.9% | -31.5% |
| 10Y | +37.8% | +242.0% | -204.2% | +3.0% |
| All | +182.4% | +767.5% | -585.1% | +47.7% |
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