+26.1%
UPS vs USAR
-52.4%
+78.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +1.1% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +17.9% | -30.1% | +48.0% | +19.3% |
| 3M | +9.4% | -56.3% | +65.7% | +12.6% |
| 6M | +16.2% | -68.6% | +84.7% | +20.3% |
| YTD | +18.8% | -30.5% | +49.3% | +20.9% |
| 1Y | +26.1% | -53.5% | +79.6% | +27.5% |
| All | +26.1% | -52.4% | +78.5% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling