+1,588.2%
COP vs UPS
+243.4%
+1,344.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +3.0% | -2.9% | +5.9% | +4.2% |
| 30D | +17.5% | -3.5% | +21.0% | +19.0% |
| 3M | +13.4% | -5.7% | +19.1% | +15.2% |
| 6M | +17.7% | -4.4% | +22.1% | +17.5% |
| YTD | +46.6% | +8.0% | +38.6% | +38.3% |
| 1Y | +44.6% | +29.0% | +15.6% | +25.2% |
| 3Y | +20.7% | -27.7% | +48.4% | +30.8% |
| 5Y | +185.0% | -34.3% | +219.4% | +213.4% |
| 10Y | +347.0% | +37.8% | +309.2% | +223.1% |
| All | +1,588.2% | +243.4% | +1,344.8% | +699.3% |
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