+37.9%
UPS vs RF
+347.6%
-309.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -2.9% | +1.3% | -4.2% | -3.3% |
| 30D | -3.5% | -3.6% | +0.1% | -2.4% |
| 3M | -5.7% | +8.1% | -13.8% | -8.1% |
| 6M | -4.4% | +11.5% | -15.8% | -7.7% |
| YTD | +8.0% | +15.6% | -7.6% | +3.0% |
| 1Y | +29.0% | +15.7% | +13.4% | +22.7% |
| 3Y | -27.7% | +86.9% | -114.6% | -41.5% |
| 5Y | -34.3% | +89.8% | -124.2% | -47.7% |
| All | +37.9% | +347.6% | -309.7% | -14.0% |
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