+159.3%
UPS vs COPX
+200.8%
-41.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -3.7% | +6.0% | -9.7% | -5.2% |
| 30D | -3.7% | +6.4% | -10.2% | -5.5% |
| 3M | -6.6% | +19.3% | -25.8% | -11.4% |
| 6M | +2.6% | +16.2% | -13.7% | -2.9% |
| YTD | +4.8% | +33.2% | -28.4% | -5.2% |
| 1Y | +25.3% | +90.2% | -64.9% | +2.3% |
| 3Y | -26.9% | +175.7% | -202.5% | -47.2% |
| 5Y | -33.5% | +193.1% | -226.6% | -53.9% |
| 10Y | +36.1% | +619.4% | -583.3% | -31.1% |
| All | +159.3% | +200.8% | -41.4% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling