+30.6%
UPS vs BP
+35.3%
-4.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.2% | +8.9% | +4.3% |
| 7D | +8.2% | -8.4% | +16.6% | +7.3% |
| 30D | +22.7% | +2.2% | +20.5% | +22.6% |
| 3M | +6.4% | +8.8% | -2.4% | +7.2% |
| 6M | +22.6% | -0.5% | +23.1% | +21.6% |
| YTD | +20.7% | +36.2% | -15.5% | +20.5% |
| 1Y | +30.6% | +36.6% | -5.9% | +29.5% |
| All | +30.6% | +35.3% | -4.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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