+119.2%
ORLY vs UPS
-34.8%
+153.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.4% | -2.0% | -0.4% | -2.1% |
| 30D | -6.8% | -2.0% | -4.8% | -6.5% |
| 3M | -4.8% | -6.2% | +1.5% | -4.0% |
| 6M | -9.1% | +2.8% | -11.9% | -9.5% |
| YTD | -5.9% | +5.9% | -11.8% | -6.9% |
| 1Y | -20.4% | +26.2% | -46.7% | -23.2% |
| 3Y | +36.6% | -26.0% | +62.6% | +41.9% |
| All | +119.2% | -34.8% | +153.9% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling