+222.1%
XLE vs UPS
-33.7%
+255.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +2.2% | -2.9% | +5.1% | +2.9% |
| 30D | +11.8% | -3.5% | +15.3% | +12.6% |
| 3M | +9.8% | -5.7% | +15.5% | +11.0% |
| 6M | +15.6% | -4.4% | +19.9% | +15.9% |
| YTD | +45.3% | +8.0% | +37.2% | +40.6% |
| 1Y | +48.3% | +29.0% | +19.3% | +35.9% |
| 3Y | +55.4% | -27.7% | +83.2% | +64.6% |
| All | +222.1% | -33.7% | +255.9% | +243.4% |
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 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