+17.7%
COP vs UPS
-6.9%
+24.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.3% |
| 7D | +3.0% | -2.9% | +5.9% | +2.3% |
| 30D | +17.5% | -3.5% | +21.0% | +16.7% |
| 3M | +13.4% | -5.7% | +19.1% | +12.9% |
| 6M | +17.7% | -4.4% | +22.1% | +21.4% |
| All | +17.7% | -6.9% | +24.7% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling