+832.7%
XLE vs UPS
+243.4%
+589.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | +2.2% | -2.9% | +5.1% | +3.5% |
| 30D | +11.8% | -3.5% | +15.3% | +13.3% |
| 3M | +9.8% | -5.7% | +15.5% | +11.8% |
| 6M | +15.6% | -4.4% | +19.9% | +15.6% |
| YTD | +45.3% | +8.0% | +37.2% | +37.3% |
| 1Y | +48.3% | +29.0% | +19.3% | +28.6% |
| 3Y | +55.4% | -27.7% | +83.1% | +68.9% |
| 5Y | +216.1% | -34.3% | +250.4% | +248.8% |
| 10Y | +178.4% | +37.8% | +140.6% | +99.3% |
| All | +832.7% | +243.4% | +589.4% | +338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling