+361.0%
ORLY vs UPS
+37.9%
+323.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.4% | -2.0% | -0.4% | -1.8% |
| 30D | -6.8% | -2.0% | -4.8% | -6.3% |
| 3M | -4.8% | -6.2% | +1.5% | -3.2% |
| 6M | -9.1% | +2.8% | -11.9% | -10.3% |
| YTD | -5.9% | +5.9% | -11.8% | -8.3% |
| 1Y | -20.4% | +26.2% | -46.7% | -26.6% |
| 3Y | +36.6% | -26.0% | +62.6% | +44.4% |
| 5Y | +117.3% | -34.3% | +151.6% | +133.5% |
| All | +361.0% | +37.9% | +323.1% | +223.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling