+53.8%
XLE vs UPS
+25.5%
+28.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.8% |
| 7D | +0.3% | -3.7% | +4.0% | +0.2% |
| 30D | +8.5% | -3.7% | +12.3% | +8.4% |
| 3M | +14.6% | -6.6% | +21.2% | +14.7% |
| 6M | +17.6% | +2.6% | +15.0% | +18.0% |
| YTD | +48.1% | +4.8% | +43.3% | +49.0% |
| 1Y | +53.8% | +25.3% | +28.5% | +52.4% |
| All | +53.8% | +25.5% | +28.3% | +52.4% |
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 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