-34.6%
UPS vs BP
+131.3%
-165.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.3% |
| 7D | -2.1% | +0.9% | -3.0% | -2.3% |
| 30D | -2.3% | +9.1% | -11.4% | -4.1% |
| 3M | -5.2% | +3.9% | -9.1% | -6.3% |
| 6M | +1.4% | +13.6% | -12.2% | -2.5% |
| YTD | +6.1% | +34.0% | -27.9% | -2.5% |
| 1Y | +27.0% | +39.2% | -12.2% | +15.2% |
| 3Y | -25.9% | +36.4% | -62.3% | -33.5% |
| 5Y | -34.6% | +135.8% | -170.4% | -50.0% |
| All | -34.6% | +131.3% | -165.8% | -50.0% |
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