-34.5%
UPS vs OXY
+157.9%
-192.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -3.4% | +1.4% | -4.8% | -3.6% |
| 30D | -2.7% | +4.0% | -6.8% | -3.4% |
| 3M | -1.6% | +7.6% | -9.2% | -3.1% |
| 6M | +2.3% | +16.2% | -13.9% | -1.3% |
| YTD | +5.6% | +50.8% | -45.2% | -3.6% |
| 1Y | +27.1% | +34.7% | -7.6% | +18.3% |
| 3Y | -26.3% | -1.0% | -25.3% | -28.7% |
| 5Y | -34.5% | +163.2% | -197.7% | -42.7% |
| All | -34.5% | +157.9% | -192.4% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling