+179.1%
UPS vs URA
-50.4%
+229.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +2.1% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | +17.4% | -14.8% | +32.2% | +20.7% |
| 3M | +7.7% | -25.3% | +33.0% | +13.2% |
| 6M | +13.8% | -39.9% | +53.8% | +23.9% |
| YTD | +17.3% | -22.4% | +39.7% | +20.3% |
| 1Y | +27.2% | -29.0% | +56.1% | +32.2% |
| 3Y | -5.6% | +41.0% | -46.6% | -17.7% |
| 5Y | -33.5% | +38.3% | -71.9% | -43.5% |
| 10Y | +43.7% | +276.1% | -232.4% | -8.8% |
| All | +179.1% | -50.4% | +229.5% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling