+30.6%
UPS vs EOG
+45.9%
-15.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.2% | +9.9% | +4.0% |
| 7D | +8.2% | -8.6% | +16.8% | +7.1% |
| 30D | +22.7% | +2.8% | +20.0% | +22.8% |
| 3M | +6.4% | +3.2% | +3.3% | +6.9% |
| 6M | +22.6% | +5.3% | +17.3% | +23.6% |
| YTD | +20.7% | +44.5% | -23.8% | +19.7% |
| 1Y | +30.6% | +44.2% | -13.5% | +28.5% |
| All | +30.6% | +45.9% | -15.3% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling