+45.9%
UPS vs BP
+143.9%
-98.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | +3.8% | +3.8% | 0.0% | +3.0% |
| 30D | +17.4% | -5.3% | +22.6% | +18.4% |
| 3M | +8.2% | +9.3% | -1.1% | +5.8% |
| 6M | +17.9% | +7.2% | +10.7% | +15.4% |
| YTD | +18.7% | +38.0% | -19.3% | +8.8% |
| 1Y | +24.8% | +33.2% | -8.4% | +15.2% |
| 3Y | -4.5% | +50.3% | -54.8% | -15.2% |
| 5Y | -33.2% | +114.1% | -147.3% | -46.0% |
| All | +45.9% | +143.9% | -98.0% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling