+45.8%
UPS vs XYZ
+615.2%
-569.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.3% |
| 7D | -2.1% | +2.9% | -5.0% | -2.6% |
| 30D | -2.3% | +1.4% | -3.7% | -2.6% |
| 3M | -5.2% | +14.6% | -19.8% | -7.4% |
| 6M | +1.4% | +20.8% | -19.4% | -1.9% |
| YTD | +6.1% | +23.1% | -17.0% | +1.7% |
| 1Y | +27.0% | +5.6% | +21.3% | +24.2% |
| 3Y | -25.9% | +50.9% | -76.8% | -34.1% |
| 5Y | -34.6% | -68.6% | +34.0% | -31.2% |
| 10Y | +36.2% | +580.0% | -543.8% | -3.6% |
| All | +45.8% | +615.2% | -569.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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