+265.4%
UPS vs USB
+450.8%
-185.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.1% |
| 7D | +8.2% | +2.4% | +5.8% | +7.5% |
| 30D | +22.7% | +6.6% | +16.2% | +20.5% |
| 3M | +6.4% | -4.1% | +10.5% | +7.7% |
| 6M | +22.6% | +12.5% | +10.1% | +18.2% |
| YTD | +20.7% | +17.6% | +3.1% | +14.9% |
| 1Y | +30.6% | +36.5% | -5.9% | +19.0% |
| 3Y | -5.0% | +95.4% | -100.4% | -22.7% |
| 5Y | -31.3% | +26.1% | -57.4% | -37.9% |
| 10Y | +57.8% | +101.3% | -43.5% | +21.0% |
| All | +265.4% | +450.8% | -185.4% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling