+1,689.0%
COP vs UPS
+277.3%
+1,411.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.8% |
| 7D | +4.4% | +3.8% | +0.6% | +2.8% |
| 30D | 0.0% | +17.4% | -17.4% | -7.0% |
| 3M | +15.0% | +8.2% | +6.8% | +10.6% |
| 6M | +22.0% | +17.9% | +4.1% | +12.0% |
| YTD | +55.3% | +18.7% | +36.6% | +40.1% |
| 1Y | +64.1% | +24.8% | +39.3% | +44.5% |
| 3Y | +34.1% | -4.5% | +38.6% | +27.8% |
| 5Y | +133.4% | -33.2% | +166.6% | +155.6% |
| 10Y | +338.6% | +44.2% | +294.4% | +210.5% |
| All | +1,689.0% | +277.3% | +1,411.7% | +709.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling