+227.0%
UPS vs UL
+727.2%
-500.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -2.9% | -1.3% | -1.5% | -2.5% |
| 30D | -3.5% | +0.5% | -4.0% | -3.7% |
| 3M | -5.7% | +17.6% | -23.3% | -10.9% |
| 6M | -4.4% | -5.4% | +1.0% | -3.3% |
| YTD | +8.0% | +0.7% | +7.3% | +7.0% |
| 1Y | +29.0% | -9.3% | +38.3% | +31.8% |
| 3Y | -27.7% | +24.5% | -52.2% | -34.0% |
| 5Y | -34.3% | +23.2% | -57.6% | -40.7% |
| 10Y | +37.8% | +64.5% | -26.7% | +10.2% |
| All | +227.0% | +727.2% | -500.2% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling