-32.7%
UPS vs OMC
+52.4%
-85.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.4% |
| 7D | +3.8% | +1.9% | +1.9% | +3.2% |
| 30D | +17.4% | +12.2% | +5.1% | +12.9% |
| 3M | +8.2% | +0.6% | +7.6% | +7.8% |
| 6M | +17.9% | +21.0% | -3.1% | +9.7% |
| YTD | +18.7% | +12.4% | +6.3% | +12.3% |
| 1Y | +24.8% | +25.4% | -0.6% | +12.8% |
| 3Y | -4.5% | +29.2% | -33.7% | -18.2% |
| All | -32.7% | +52.4% | -85.1% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling