+22.3%
UPS vs Z
-61.0%
+83.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.6% |
| 7D | -0.6% | -4.9% | +4.3% | 0.0% |
| 30D | +16.4% | +3.0% | +13.5% | +16.2% |
| 3M | +7.9% | -13.4% | +21.3% | +9.2% |
| 6M | +15.8% | -27.3% | +43.2% | +19.6% |
| YTD | +16.6% | -57.8% | +74.3% | +26.5% |
| 1Y | +22.3% | -60.0% | +82.3% | +34.0% |
| All | +22.3% | -61.0% | +83.3% | +34.0% |
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