+157.1%
UPS vs URA
-31.1%
+188.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -2.9% | +1.1% | -4.0% | -3.1% |
| 30D | -3.5% | +7.4% | -10.9% | -4.9% |
| 3M | -5.7% | -8.4% | +2.7% | -4.6% |
| 6M | -4.4% | -12.7% | +8.3% | -2.8% |
| YTD | +8.0% | +7.8% | +0.2% | +4.6% |
| 1Y | +29.0% | +19.5% | +9.6% | +21.3% |
| 3Y | -27.7% | +116.4% | -144.1% | -41.9% |
| 5Y | -34.3% | +134.3% | -168.6% | -50.0% |
| 10Y | +37.8% | +359.3% | -321.5% | -15.1% |
| All | +157.1% | -31.1% | +188.2% | +119.0% |
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