-1.6%
ORLY vs UPS
+29.9%
-31.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +1.9% |
| 7D | +2.1% | +8.2% | -6.1% | +0.9% |
| 30D | +10.1% | +22.7% | -12.7% | +6.7% |
| 3M | +0.6% | +6.4% | -5.9% | -0.7% |
| 6M | -1.7% | +22.6% | -24.4% | -4.4% |
| YTD | +1.2% | +20.7% | -19.5% | +0.1% |
| 1Y | -1.6% | +30.6% | -32.2% | -3.6% |
| All | -1.6% | +29.9% | -31.5% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling