+54.7%
XLE vs UPS
-25.0%
+79.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +2.2% | -2.9% | +5.1% | +2.7% |
| 30D | +11.8% | -3.5% | +15.3% | +12.3% |
| 3M | +9.8% | -5.7% | +15.5% | +10.7% |
| 6M | +15.6% | -4.4% | +19.9% | +16.1% |
| YTD | +45.3% | +8.0% | +37.2% | +41.8% |
| 1Y | +48.3% | +29.0% | +19.3% | +38.6% |
| All | +54.7% | -25.0% | +79.7% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling