+22.6%
UPS vs XRT
+12.2%
+10.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.6% |
| 7D | -0.6% | -0.4% | -0.2% | -0.3% |
| 30D | +16.4% | +7.5% | +8.9% | +11.1% |
| 3M | +7.9% | +2.3% | +5.6% | +6.2% |
| 6M | +15.8% | +12.8% | +3.0% | +5.3% |
| YTD | +16.6% | +7.1% | +9.5% | +10.5% |
| All | +22.6% | +12.2% | +10.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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