+65.5%
UPS vs Z
+4.8%
+60.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.8% |
| 7D | +1.7% | -6.5% | +8.2% | +2.6% |
| 30D | +17.4% | -0.1% | +17.5% | +17.2% |
| 3M | +7.7% | -14.1% | +21.9% | +9.4% |
| 6M | +13.8% | -30.1% | +43.9% | +18.5% |
| YTD | +17.3% | -57.5% | +74.8% | +29.7% |
| 1Y | +27.2% | -60.3% | +87.5% | +41.9% |
| 3Y | -5.6% | -21.0% | +15.4% | -6.2% |
| 5Y | -33.5% | -54.9% | +21.4% | -31.4% |
| 10Y | +43.7% | -16.0% | +59.7% | +27.6% |
| All | +65.5% | +4.8% | +60.7% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling