+60.7%
COP vs UPS
+29.9%
+30.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.7% | -9.9% | -4.6% |
| 7D | -8.1% | +8.2% | -16.4% | -7.4% |
| 30D | +6.7% | +22.7% | -16.1% | +8.5% |
| 3M | +16.9% | +6.4% | +10.4% | +17.6% |
| 6M | +11.2% | +22.6% | -11.4% | +14.1% |
| YTD | +49.5% | +20.7% | +28.8% | +53.3% |
| 1Y | +60.7% | +30.6% | +30.0% | +63.3% |
| All | +60.7% | +29.9% | +30.7% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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