+36.1%
UPS vs URA
+369.2%
-333.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.0% |
| 7D | -3.7% | +5.7% | -9.4% | -4.6% |
| 30D | -3.7% | +5.6% | -9.3% | -4.8% |
| 3M | -6.6% | +6.2% | -12.8% | -7.9% |
| 6M | +2.6% | -8.2% | +10.8% | +3.2% |
| YTD | +4.8% | +9.7% | -4.9% | +1.3% |
| 1Y | +25.3% | +17.0% | +8.3% | +18.5% |
| 3Y | -26.9% | +118.5% | -145.3% | -41.0% |
| 5Y | -33.5% | +134.3% | -167.8% | -49.3% |
| 10Y | +36.1% | +377.5% | -341.4% | -18.3% |
| All | +36.1% | +369.2% | -333.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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