+44.3%
UPS vs RF
+277.2%
-232.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.8% |
| 7D | +1.1% | -0.1% | +1.3% | +1.2% |
| 30D | +17.3% | +7.0% | +10.3% | +14.8% |
| 3M | +7.9% | -7.0% | +14.9% | +10.4% |
| 6M | +13.7% | +6.8% | +7.0% | +11.2% |
| YTD | +17.2% | +9.9% | +7.3% | +13.5% |
| 1Y | +23.2% | +21.1% | +2.1% | +15.8% |
| 3Y | -5.9% | +119.6% | -125.5% | -27.1% |
| 5Y | -33.1% | +46.2% | -79.2% | -42.6% |
| 10Y | +44.3% | +261.5% | -217.2% | -0.9% |
| All | +44.3% | +277.2% | -232.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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