+27.1%
UPS vs XOP
+54.9%
-27.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.8% |
| 7D | -3.4% | +1.6% | -5.0% | -3.3% |
| 30D | -2.7% | +9.6% | -12.3% | -2.1% |
| 3M | -1.6% | +16.9% | -18.6% | -0.7% |
| 6M | +2.3% | +24.0% | -21.7% | +2.1% |
| YTD | +5.6% | +56.2% | -50.6% | +2.7% |
| 1Y | +27.1% | +51.8% | -24.7% | +24.8% |
| All | +27.1% | +54.9% | -27.9% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling