-32.7%
UPS vs UL
+33.5%
-66.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.6% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | +17.4% | +4.5% | +12.8% | +16.1% |
| 3M | +8.2% | +6.5% | +1.7% | +6.6% |
| 6M | +17.9% | +18.2% | -0.2% | +12.9% |
| YTD | +18.7% | +4.7% | +14.0% | +17.3% |
| 1Y | +24.8% | +0.8% | +24.0% | +24.4% |
| 3Y | -4.5% | +35.9% | -40.4% | -14.1% |
| All | -32.7% | +33.5% | -66.2% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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