+192.9%
XOM vs UPS
+37.9%
+155.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +4.1% | -2.0% | +6.1% | +4.7% |
| 30D | +4.6% | -2.0% | +6.5% | +5.1% |
| 3M | +14.0% | -6.2% | +20.2% | +15.7% |
| 6M | +11.0% | +2.8% | +8.2% | +8.6% |
| YTD | +40.7% | +5.9% | +34.8% | +35.9% |
| 1Y | +52.3% | +26.2% | +26.1% | +38.2% |
| 3Y | +60.5% | -26.0% | +86.5% | +69.8% |
| 5Y | +266.4% | -34.3% | +300.7% | +294.8% |
| All | +192.9% | +37.9% | +155.0% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling