+221.2%
UPS vs OXY
+1,045.7%
-824.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -2.3% | +8.5% | -10.8% | -3.9% |
| 3M | -5.2% | +6.0% | -11.2% | -6.6% |
| 6M | +1.4% | +13.0% | -11.6% | -2.0% |
| YTD | +6.1% | +48.9% | -42.8% | -3.1% |
| 1Y | +27.0% | +36.4% | -9.4% | +17.6% |
| 3Y | -25.9% | -2.3% | -23.6% | -27.6% |
| 5Y | -34.6% | +160.6% | -195.2% | -48.9% |
| 10Y | +36.2% | +2.0% | +34.2% | +12.7% |
| All | +221.2% | +1,045.7% | -824.4% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling