+176.0%
UPS vs XOP
+78.0%
+98.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | +3.8% | +6.3% | -2.6% | +2.2% |
| 30D | +17.4% | -6.6% | +23.9% | +19.0% |
| 3M | +8.2% | +3.6% | +4.6% | +6.8% |
| 6M | +17.9% | +10.8% | +7.2% | +14.0% |
| YTD | +18.7% | +48.3% | -29.6% | +5.6% |
| 1Y | +24.8% | +42.9% | -18.1% | +12.0% |
| 3Y | -4.5% | +43.3% | -47.8% | -15.4% |
| 5Y | -33.2% | +94.0% | -127.2% | -46.7% |
| 10Y | +44.2% | +53.7% | -9.5% | +9.6% |
| All | +176.0% | +78.0% | +98.0% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling