+34.3%
UPS vs Q
+80.0%
-45.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.0% |
| 7D | -1.6% | +6.6% | -8.2% | -2.3% |
| 30D | +17.9% | +2.7% | +15.2% | +17.5% |
| 3M | +9.4% | -8.4% | +17.8% | +10.3% |
| 6M | +16.2% | -17.3% | +33.5% | +17.4% |
| YTD | +18.8% | +55.3% | -36.5% | +14.3% |
| 1Y | +26.1% | +31.5% | -5.4% | +20.8% |
| All | +34.3% | +80.0% | -45.7% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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