+36.1%
UPS vs BP
+132.0%
-95.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.6% |
| 7D | -3.7% | +4.0% | -7.7% | -4.5% |
| 30D | -3.7% | +7.8% | -11.6% | -5.4% |
| 3M | -6.6% | +8.4% | -14.9% | -8.5% |
| 6M | +2.6% | +15.1% | -12.5% | -1.4% |
| YTD | +4.8% | +36.4% | -31.6% | -3.5% |
| 1Y | +25.3% | +40.9% | -15.6% | +14.3% |
| 3Y | -26.9% | +38.8% | -65.7% | -33.8% |
| 5Y | -33.5% | +141.1% | -174.6% | -47.5% |
| 10Y | +36.1% | +133.9% | -97.8% | +14.7% |
| All | +36.1% | +132.0% | -95.9% | +14.7% |
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