+254.7%
UPS vs BP
+173.0%
+81.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | +1.1% | -6.9% | +8.0% | +3.0% |
| 30D | +17.3% | -3.6% | +20.9% | +18.1% |
| 3M | +7.9% | +8.4% | -0.6% | +5.1% |
| 6M | +13.7% | +5.3% | +8.4% | +11.2% |
| YTD | +17.2% | +33.2% | -16.0% | +6.5% |
| 1Y | +23.2% | +28.2% | -4.9% | +13.1% |
| 3Y | -5.9% | +49.2% | -55.1% | -18.1% |
| 5Y | -33.1% | +102.9% | -135.9% | -47.5% |
| 10Y | +44.3% | +127.7% | -83.3% | +3.1% |
| All | +254.7% | +173.0% | +81.7% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling