+259.5%
UPS vs BP
+177.1%
+82.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.9% |
| 7D | -1.6% | -0.8% | -0.9% | -1.4% |
| 30D | +17.9% | -3.1% | +21.1% | +18.6% |
| 3M | +9.4% | +6.2% | +3.2% | +7.2% |
| 6M | +16.2% | +4.8% | +11.4% | +13.7% |
| YTD | +18.8% | +35.2% | -16.4% | +7.6% |
| 1Y | +26.1% | +27.4% | -1.3% | +15.9% |
| 3Y | -4.5% | +49.8% | -54.2% | -16.9% |
| 5Y | -33.2% | +109.4% | -142.6% | -48.1% |
| 10Y | +44.3% | +135.7% | -91.4% | +2.1% |
| All | +259.5% | +177.1% | +82.4% | +114.8% |
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 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