-5.9%
UPS vs Z
-19.5%
+13.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.3% | +1.9% |
| 7D | +1.1% | -5.2% | +6.3% | +1.8% |
| 30D | +17.3% | +5.7% | +11.6% | +16.1% |
| 3M | +7.9% | -8.7% | +16.6% | +8.7% |
| 6M | +13.7% | -26.0% | +39.7% | +17.9% |
| YTD | +17.2% | -55.0% | +72.2% | +30.0% |
| 1Y | +23.2% | -58.0% | +81.2% | +38.1% |
| 3Y | -5.9% | -15.2% | +9.3% | -8.2% |
| All | -5.9% | -19.5% | +13.7% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling