+337.5%
COP vs UPS
+37.5%
+300.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +1.0% | -3.4% | +4.4% | +2.2% |
| 30D | +9.6% | -2.7% | +12.3% | +10.5% |
| 3M | +15.0% | -1.6% | +16.7% | +14.9% |
| 6M | +21.8% | +2.3% | +19.4% | +18.7% |
| YTD | +49.6% | +5.6% | +44.1% | +43.5% |
| 1Y | +49.9% | +27.1% | +22.8% | +33.0% |
| 3Y | +22.6% | -26.3% | +48.9% | +30.6% |
| 5Y | +193.6% | -34.5% | +228.1% | +218.9% |
| All | +337.5% | +37.5% | +300.1% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling