+149.9%
XLE vs UPS
-34.3%
+184.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.5% |
| 7D | -12.0% | 0.0% | -12.0% | -12.1% |
| 30D | -2.7% | +17.3% | -20.1% | -6.4% |
| 3M | +6.6% | +6.6% | 0.0% | +4.7% |
| 6M | +9.5% | +12.0% | -2.5% | +5.8% |
| YTD | +40.6% | +14.4% | +26.2% | +33.9% |
| 1Y | +43.6% | +23.3% | +20.3% | +33.7% |
| 3Y | +58.1% | -9.6% | +67.7% | +55.9% |
| All | +149.9% | -34.3% | +184.2% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling