+63.3%
SLB vs UPS
+25.5%
+37.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -1.9% | -3.7% | +1.8% | -0.9% |
| 30D | +7.8% | -3.7% | +11.5% | +8.8% |
| 3M | +2.7% | -6.6% | +9.2% | +4.4% |
| 6M | +22.2% | +2.6% | +19.6% | +20.0% |
| YTD | +51.1% | +4.8% | +46.3% | +48.6% |
| 1Y | +63.3% | +25.3% | +38.1% | +50.3% |
| All | +63.3% | +25.5% | +37.8% | +50.3% |
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 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