+36.4%
UPS vs OMC
+34.2%
+2.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -2.0% | -4.4% | +2.4% | -0.5% |
| 30D | -2.0% | -7.6% | +5.6% | +0.5% |
| 3M | -6.2% | +4.5% | -10.8% | -8.3% |
| 6M | +2.8% | -0.3% | +3.0% | +2.0% |
| YTD | +5.9% | -0.1% | +6.0% | +4.0% |
| 1Y | +26.2% | +4.6% | +21.6% | +21.2% |
| 3Y | -26.0% | +10.5% | -36.5% | -31.6% |
| 5Y | -34.3% | +31.7% | -66.0% | -44.0% |
| All | +36.4% | +34.2% | +2.2% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling