+36.4%
UPS vs COPX
+583.8%
-547.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.0% | -2.3% | +0.4% | -1.5% |
| 30D | -2.0% | +0.3% | -2.2% | -2.3% |
| 3M | -6.2% | +6.8% | -13.1% | -8.6% |
| 6M | +2.8% | +7.9% | -5.2% | -1.0% |
| YTD | +5.9% | +23.7% | -17.8% | -2.8% |
| 1Y | +26.2% | +71.5% | -45.3% | +4.9% |
| 3Y | -26.0% | +149.1% | -175.1% | -46.2% |
| 5Y | -34.3% | +167.3% | -201.6% | -54.4% |
| All | +36.4% | +583.8% | -547.4% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling