+30.6%
UPS vs OMC
+24.5%
+6.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +3.8% |
| 7D | +8.2% | +12.5% | -4.3% | +6.2% |
| 30D | +22.7% | +16.3% | +6.4% | +19.8% |
| 3M | +6.4% | +8.1% | -1.6% | +4.9% |
| 6M | +22.6% | +17.2% | +5.5% | +19.0% |
| YTD | +20.7% | +11.8% | +9.0% | +19.4% |
| 1Y | +30.6% | +23.9% | +6.7% | +24.7% |
| All | +30.6% | +24.5% | +6.1% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling