-35.0%
UPS vs USAR
+68.6%
-103.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.2% |
| 7D | -3.7% | -4.4% | +0.7% | -3.6% |
| 30D | -3.7% | -10.4% | +6.7% | -3.6% |
| 3M | -6.6% | -18.4% | +11.8% | -6.4% |
| 6M | +2.6% | -8.8% | +11.4% | +2.4% |
| YTD | +4.8% | +43.4% | -38.6% | +3.9% |
| 1Y | +25.3% | +21.0% | +4.3% | +23.6% |
| 3Y | -26.9% | +67.7% | -94.6% | -34.1% |
| All | -35.0% | +68.6% | -103.5% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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