-34.5%
UPS vs RF
+42.5%
-77.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | 0.0% | -0.9% | +1.0% | +0.5% |
| 30D | +17.3% | +6.0% | +11.3% | +14.6% |
| 3M | +6.6% | -8.9% | +15.5% | +10.7% |
| 6M | +12.0% | +2.3% | +9.7% | +10.7% |
| YTD | +14.4% | +7.6% | +6.8% | +10.6% |
| 1Y | +23.3% | +21.2% | +2.1% | +13.7% |
| 3Y | -9.6% | +108.5% | -118.2% | -34.2% |
| All | -34.5% | +42.5% | -77.0% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling