+156.0%
UPS vs XYL
+449.8%
-293.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.4% |
| 7D | -2.9% | -5.0% | +2.2% | -0.9% |
| 30D | -3.5% | -13.2% | +9.7% | +2.0% |
| 3M | -5.7% | -3.7% | -2.0% | -4.6% |
| 6M | -4.4% | -17.7% | +13.3% | +2.9% |
| YTD | +8.0% | -21.5% | +29.5% | +18.0% |
| 1Y | +29.0% | -24.5% | +53.5% | +43.1% |
| 3Y | -27.7% | +6.9% | -34.7% | -31.1% |
| 5Y | -34.3% | -18.1% | -16.3% | -32.1% |
| 10Y | +37.8% | +134.7% | -96.9% | -5.1% |
| All | +156.0% | +449.8% | -293.8% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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