+259.3%
UPS vs O
+2,340.3%
-2,080.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.1% |
| 7D | +3.8% | -0.4% | +4.2% | +3.9% |
| 30D | +17.4% | +7.1% | +10.2% | +14.9% |
| 3M | +8.2% | -5.2% | +13.4% | +10.0% |
| 6M | +17.9% | -1.8% | +19.7% | +18.4% |
| YTD | +18.7% | +9.1% | +9.6% | +15.4% |
| 1Y | +24.8% | +9.7% | +15.1% | +21.1% |
| 3Y | -4.5% | +39.1% | -43.7% | -14.3% |
| 5Y | -33.2% | +8.4% | -41.6% | -35.6% |
| 10Y | +44.2% | +80.2% | -35.9% | +12.9% |
| All | +259.3% | +2,340.3% | -2,080.9% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling