+29.0%
UPS vs VLO
+143.4%
-114.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +5.2% | -8.1% | -2.8% |
| 30D | -3.5% | +22.6% | -26.1% | -3.2% |
| 3M | -5.7% | +43.8% | -49.5% | -5.0% |
| 6M | -4.4% | +65.7% | -70.1% | -3.5% |
| YTD | +8.0% | +131.1% | -123.1% | +9.3% |
| 1Y | +29.0% | +143.6% | -114.6% | +30.7% |
| All | +29.0% | +143.4% | -114.3% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling