+224.5%
USO vs UPS
-33.5%
+258.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.9% | +5.6% |
| 7D | +11.5% | -3.4% | +14.9% | +11.5% |
| 30D | +24.1% | -2.7% | +26.9% | +24.1% |
| 3M | +17.9% | -1.6% | +19.6% | +17.9% |
| 6M | +49.6% | +2.3% | +47.3% | +49.1% |
| YTD | +129.0% | +5.6% | +123.4% | +126.9% |
| 1Y | +112.0% | +27.1% | +84.9% | +105.2% |
| 3Y | +102.3% | -26.3% | +128.6% | +107.8% |
| 5Y | +224.5% | -34.5% | +259.0% | +236.5% |
| All | +224.5% | -33.5% | +258.1% | +236.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling