-33.1%
UPS vs BP
+103.3%
-136.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | +1.1% | -6.9% | +8.0% | +2.5% |
| 30D | +17.3% | -3.6% | +20.9% | +17.8% |
| 3M | +7.9% | +8.4% | -0.6% | +5.6% |
| 6M | +13.7% | +5.3% | +8.4% | +11.6% |
| YTD | +17.2% | +33.2% | -16.0% | +7.2% |
| 1Y | +23.2% | +28.2% | -4.9% | +13.8% |
| 3Y | -5.9% | +49.2% | -55.1% | -17.8% |
| 5Y | -33.1% | +102.9% | -135.9% | -47.6% |
| All | -33.1% | +103.3% | -136.4% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling