-4.6%
UPS vs USB
+94.5%
-99.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.9% |
| 7D | +8.2% | +2.4% | +5.8% | +7.1% |
| 30D | +22.7% | +6.6% | +16.2% | +19.4% |
| 3M | +6.4% | -4.1% | +10.5% | +8.3% |
| 6M | +22.6% | +12.5% | +10.1% | +16.1% |
| YTD | +20.7% | +17.6% | +3.1% | +11.9% |
| 1Y | +30.6% | +36.5% | -5.9% | +13.7% |
| All | -4.6% | +94.5% | -99.1% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3y: compounded portfolio wealth divided by compounded USB 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…
3y analysis · Full analysis span regression · 6 months rolling