+255.6%
XOM vs UPS
-35.0%
+290.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | +1.9% | -3.4% | +5.3% | +2.5% |
| 30D | +4.1% | -2.7% | +6.8% | +4.6% |
| 3M | +10.4% | -1.6% | +12.1% | +10.4% |
| 6M | +13.0% | +2.3% | +10.7% | +11.5% |
| YTD | +40.1% | +5.6% | +34.5% | +36.8% |
| 1Y | +51.1% | +27.1% | +24.1% | +40.7% |
| 3Y | +57.7% | -26.3% | +84.0% | +64.8% |
| All | +255.6% | -35.0% | +290.5% | +277.9% |
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 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