+36.0%
UPS vs XOP
+58.4%
-22.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -3.4% | +1.6% | -5.0% | -3.8% |
| 30D | -2.7% | +9.6% | -12.3% | -4.8% |
| 3M | -1.6% | +16.9% | -18.6% | -5.2% |
| 6M | +2.3% | +24.0% | -21.7% | -3.4% |
| YTD | +5.6% | +56.2% | -50.6% | -5.7% |
| 1Y | +27.1% | +51.8% | -24.7% | +13.9% |
| 3Y | -26.3% | +37.0% | -63.3% | -33.1% |
| 5Y | -34.5% | +163.4% | -197.9% | -49.6% |
| All | +36.0% | +58.4% | -22.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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