+36.0%
UPS vs O
+54.2%
-18.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -3.4% | -3.5% | +0.1% | -2.4% |
| 30D | -2.7% | -3.3% | +0.6% | -1.8% |
| 3M | -1.6% | -2.8% | +1.2% | -0.8% |
| 6M | +2.3% | -5.8% | +8.1% | +4.0% |
| YTD | +5.6% | +9.4% | -3.8% | +2.7% |
| 1Y | +27.1% | +5.7% | +21.4% | +24.7% |
| 3Y | -26.3% | +27.2% | -53.5% | -31.9% |
| 5Y | -34.5% | +17.2% | -51.7% | -38.1% |
| All | +36.0% | +54.2% | -18.3% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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