+179.2%
XLE vs UPS
+43.9%
+135.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.9% | +0.4% |
| 7D | +5.4% | +3.8% | +1.6% | +4.1% |
| 30D | -3.9% | +17.4% | -21.3% | -9.2% |
| 3M | +7.0% | +8.2% | -1.2% | +3.8% |
| 6M | +14.2% | +17.9% | -3.7% | +6.7% |
| YTD | +48.2% | +18.7% | +29.5% | +36.6% |
| 1Y | +47.7% | +24.8% | +22.9% | +33.4% |
| 3Y | +70.0% | -4.5% | +74.5% | +64.0% |
| 5Y | +169.1% | -33.2% | +202.4% | +194.8% |
| All | +179.2% | +43.9% | +135.3% | +95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling