+24.5%
COP vs UPS
-27.1%
+51.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | -0.5% | -3.7% | +3.2% | +0.1% |
| 30D | +11.7% | -3.7% | +15.5% | +12.3% |
| 3M | +17.7% | -6.6% | +24.2% | +18.7% |
| 6M | +18.3% | +2.6% | +15.8% | +16.5% |
| YTD | +49.1% | +4.8% | +44.3% | +45.7% |
| 1Y | +53.3% | +25.3% | +28.0% | +42.6% |
| All | +24.5% | -27.1% | +51.6% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling