+11,333.7%
ORLY vs UPS
+233.0%
+11,100.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -1.0% | -3.7% | +2.7% | +0.5% |
| 30D | -6.7% | -3.7% | -2.9% | -5.3% |
| 3M | -3.8% | -6.6% | +2.7% | -1.7% |
| 6M | -9.0% | +2.6% | -11.6% | -10.9% |
| YTD | -5.6% | +4.8% | -10.4% | -8.8% |
| 1Y | -19.5% | +25.3% | -44.8% | -28.2% |
| 3Y | +34.7% | -26.9% | +61.6% | +43.8% |
| 5Y | +118.0% | -33.5% | +151.6% | +134.6% |
| 10Y | +364.1% | +36.1% | +328.0% | +228.0% |
| All | +11,333.7% | +233.0% | +11,100.6% | +4,750.5% |
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