+58.1%
XLE vs UPS
-10.2%
+68.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | -12.0% | 0.0% | -12.0% | -12.0% |
| 30D | -2.7% | +17.3% | -20.1% | -5.2% |
| 3M | +6.6% | +6.6% | 0.0% | +5.4% |
| 6M | +9.5% | +12.0% | -2.5% | +7.1% |
| YTD | +40.6% | +14.4% | +26.2% | +35.9% |
| 1Y | +43.6% | +23.3% | +20.3% | +36.3% |
| 3Y | +58.1% | -9.6% | +67.7% | +50.8% |
| All | +58.1% | -10.2% | +68.3% | +50.8% |
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