+36.4%
UPS vs OXY
+7.5%
+28.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.0% | +2.8% | -4.8% | -2.4% |
| 30D | -2.0% | +5.5% | -7.4% | -2.7% |
| 3M | -6.2% | +11.3% | -17.5% | -7.9% |
| 6M | +2.8% | +11.6% | -8.8% | +0.4% |
| YTD | +5.9% | +51.6% | -45.7% | -1.5% |
| 1Y | +26.2% | +36.2% | -10.0% | +19.0% |
| 3Y | -26.0% | +1.7% | -27.7% | -27.8% |
| 5Y | -34.3% | +164.5% | -198.7% | -44.8% |
| All | +36.4% | +7.5% | +28.9% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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