+123.1%
COP vs UPS
-34.1%
+157.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -6.1% | +1.7% | -7.8% | -6.6% |
| 30D | +1.1% | +17.4% | -16.3% | -2.7% |
| 3M | +10.9% | +7.7% | +3.2% | +8.8% |
| 6M | +20.8% | +13.8% | +6.9% | +16.2% |
| YTD | +48.0% | +17.3% | +30.8% | +40.0% |
| 1Y | +58.5% | +27.2% | +31.4% | +46.2% |
| 3Y | +28.1% | -5.6% | +33.8% | +23.9% |
| All | +123.1% | -34.1% | +157.2% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling