+36.4%
UPS vs UMC
+1,863.6%
-1,827.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.1% |
| 7D | -2.0% | +9.0% | -11.0% | -3.3% |
| 30D | -2.0% | +17.2% | -19.2% | -4.6% |
| 3M | -6.2% | +11.4% | -17.6% | -9.2% |
| 6M | +2.8% | +137.5% | -134.7% | -13.1% |
| YTD | +5.9% | +193.1% | -187.2% | -14.4% |
| 1Y | +26.2% | +240.3% | -214.1% | -0.8% |
| 3Y | -26.0% | +262.2% | -288.2% | -43.3% |
| 5Y | -34.3% | +143.1% | -177.4% | -47.8% |
| All | +36.4% | +1,863.6% | -1,827.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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