-5.6%
UPS vs RF
+116.7%
-122.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | +17.4% | +6.2% | +11.2% | +14.5% |
| 3M | +7.7% | -7.8% | +15.6% | +11.5% |
| 6M | +13.8% | +5.9% | +7.9% | +10.7% |
| YTD | +17.3% | +9.0% | +8.2% | +12.5% |
| 1Y | +27.2% | +19.3% | +7.9% | +17.6% |
| 3Y | -5.6% | +116.4% | -122.1% | -32.2% |
| All | -5.6% | +116.7% | -122.4% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling