-34.5%
UPS vs EOG
+172.6%
-207.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -3.4% | +1.0% | -4.4% | -3.6% |
| 30D | -2.7% | +2.8% | -5.6% | -3.3% |
| 3M | -1.6% | +5.9% | -7.5% | -2.9% |
| 6M | +2.3% | +17.1% | -14.7% | -1.4% |
| YTD | +5.6% | +43.9% | -38.4% | -2.9% |
| 1Y | +27.1% | +26.9% | +0.2% | +20.0% |
| 3Y | -26.3% | +23.6% | -49.9% | -30.8% |
| 5Y | -34.5% | +178.1% | -212.6% | -45.1% |
| All | -34.5% | +172.6% | -207.1% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling