+227.0%
UPS vs O
+2,416.5%
-2,189.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -2.9% | -0.7% | -2.1% | -2.7% |
| 30D | -3.5% | -1.9% | -1.6% | -3.0% |
| 3M | -5.7% | +3.8% | -9.6% | -6.9% |
| 6M | -4.4% | -4.7% | +0.4% | -3.1% |
| YTD | +8.0% | +12.5% | -4.5% | +4.0% |
| 1Y | +29.0% | +10.8% | +18.2% | +24.7% |
| 3Y | -27.7% | +28.8% | -56.5% | -33.7% |
| 5Y | -34.3% | +13.2% | -47.5% | -37.6% |
| 10Y | +37.8% | +53.5% | -15.7% | +13.0% |
| All | +227.0% | +2,416.5% | -2,189.5% | +10.6% |
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