+59.7%
XOM vs UPS
-26.6%
+86.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | +1.9% | -3.4% | +5.3% | +2.3% |
| 30D | +4.1% | -2.7% | +6.8% | +4.4% |
| 3M | +10.4% | -1.6% | +12.1% | +10.4% |
| 6M | +13.0% | +2.3% | +10.7% | +12.0% |
| YTD | +40.1% | +5.6% | +34.5% | +37.8% |
| 1Y | +51.1% | +27.1% | +24.1% | +43.4% |
| All | +59.7% | -26.6% | +86.3% | +55.7% |
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