-34.5%
UPS vs OMC
+31.0%
-65.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | -3.4% | -6.2% | +2.8% | -1.4% |
| 30D | -2.7% | -7.6% | +4.8% | -0.4% |
| 3M | -1.6% | +7.4% | -9.0% | -4.7% |
| 6M | +2.3% | +0.1% | +2.2% | +1.4% |
| YTD | +5.6% | +0.4% | +5.1% | +3.7% |
| 1Y | +27.1% | +7.8% | +19.3% | +20.6% |
| 3Y | -26.3% | +11.8% | -38.1% | -33.4% |
| 5Y | -34.5% | +32.5% | -66.9% | -46.7% |
| All | -34.5% | +31.0% | -65.4% | -46.7% |
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 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