+25.3%
UPS vs BP
+39.3%
-14.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.1% |
| 7D | -3.7% | +4.0% | -7.7% | -3.3% |
| 30D | -3.7% | +7.8% | -11.6% | -3.0% |
| 3M | -6.6% | +8.4% | -14.9% | -6.1% |
| 6M | +2.6% | +15.1% | -12.5% | +2.8% |
| YTD | +4.8% | +36.4% | -31.6% | +5.1% |
| 1Y | +25.3% | +40.9% | -15.6% | +26.8% |
| All | +25.3% | +39.3% | -14.0% | +26.8% |
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