+30.6%
UPS vs Z
-54.2%
+84.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.4% | -4.7% | +3.6% |
| 7D | +8.2% | +10.2% | -1.9% | +7.0% |
| 30D | +22.7% | +23.7% | -0.9% | +19.8% |
| 3M | +6.4% | -6.6% | +13.0% | +6.4% |
| 6M | +22.6% | -23.0% | +45.6% | +25.4% |
| YTD | +20.7% | -50.3% | +71.0% | +28.6% |
| 1Y | +30.6% | -53.6% | +84.2% | +41.5% |
| All | +30.6% | -54.2% | +84.8% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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