+18.5%
UPS vs Q
+78.4%
-59.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.5% |
| 7D | -3.7% | +6.6% | -10.3% | -4.5% |
| 30D | -3.7% | -6.6% | +2.8% | -3.0% |
| 3M | -6.6% | -13.2% | +6.7% | -5.6% |
| 6M | +2.6% | +9.9% | -7.4% | +0.1% |
| YTD | +4.8% | +53.9% | -49.2% | +1.2% |
| All | +18.5% | +78.4% | -59.9% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling