-26.2%
UPS vs UMC
+252.9%
-279.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.1% |
| 7D | -3.4% | +11.4% | -14.8% | -4.8% |
| 30D | -2.7% | +16.8% | -19.5% | -4.8% |
| 3M | -1.6% | +19.1% | -20.7% | -5.7% |
| 6M | +2.3% | +137.4% | -135.1% | -12.0% |
| YTD | +5.6% | +186.4% | -180.8% | -13.0% |
| 1Y | +27.1% | +229.1% | -202.0% | +1.5% |
| All | -26.2% | +252.9% | -279.1% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling