-9.6%
UPS vs USB
+89.5%
-99.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | 0.0% | 0.0% | 0.0% | +0.1% |
| 30D | +17.3% | +5.8% | +11.5% | +14.5% |
| 3M | +6.6% | -6.0% | +12.6% | +9.4% |
| 6M | +12.0% | +7.8% | +4.2% | +8.1% |
| YTD | +14.4% | +14.6% | -0.2% | +7.3% |
| 1Y | +23.3% | +31.8% | -8.5% | +9.0% |
| 3Y | -9.6% | +91.5% | -101.1% | -34.7% |
| All | -9.6% | +89.5% | -99.1% | -34.7% |
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