+49.9%
XLE vs UPS
+29.9%
+19.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.7% | -9.4% | -4.4% |
| 7D | -7.2% | +8.2% | -15.4% | -6.8% |
| 30D | +0.1% | +22.7% | -22.6% | +0.9% |
| 3M | +9.2% | +6.4% | +2.8% | +9.7% |
| 6M | +8.4% | +22.6% | -14.2% | +9.9% |
| YTD | +44.9% | +20.7% | +24.2% | +47.1% |
| 1Y | +49.9% | +30.6% | +19.2% | +49.9% |
| All | +49.9% | +29.9% | +19.9% | +49.9% |
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