+102.2%
USO vs UPS
+29.9%
+72.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.7% | -12.8% | -6.1% |
| 7D | -12.7% | +8.2% | -20.9% | -9.6% |
| 30D | +1.0% | +22.7% | -21.7% | +9.9% |
| 3M | +25.6% | +6.4% | +19.2% | +29.0% |
| 6M | -1.5% | +22.6% | -24.1% | +10.8% |
| YTD | +110.3% | +20.7% | +89.5% | +136.6% |
| 1Y | +102.2% | +30.6% | +71.5% | +129.7% |
| All | +102.2% | +29.9% | +72.2% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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