+221.2%
UPS vs EOG
+4,421.9%
-4,200.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -2.1% | -2.0% | -0.1% | -1.8% |
| 30D | -2.3% | +7.9% | -10.2% | -3.7% |
| 3M | -5.2% | +4.5% | -9.7% | -6.3% |
| 6M | +1.4% | +12.3% | -10.9% | -1.4% |
| YTD | +6.1% | +41.9% | -35.8% | -1.2% |
| 1Y | +27.0% | +27.8% | -0.9% | +20.3% |
| 3Y | -25.9% | +21.8% | -47.7% | -29.7% |
| 5Y | -34.6% | +174.0% | -208.6% | -47.3% |
| 10Y | +36.2% | +110.4% | -74.2% | +6.8% |
| All | +221.2% | +4,421.9% | -4,200.7% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling