+900.4%
XOM vs UPS
+233.0%
+667.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.7% |
| 7D | 0.0% | -3.7% | +3.7% | +1.4% |
| 30D | +3.4% | -3.7% | +7.2% | +4.8% |
| 3M | +11.0% | -6.6% | +17.6% | +13.0% |
| 6M | +10.6% | +2.6% | +8.1% | +7.8% |
| YTD | +39.2% | +4.8% | +34.4% | +34.1% |
| 1Y | +52.7% | +25.3% | +27.4% | +36.7% |
| 3Y | +56.8% | -26.9% | +83.6% | +67.3% |
| 5Y | +261.8% | -33.5% | +295.3% | +290.7% |
| 10Y | +191.3% | +36.1% | +155.2% | +119.5% |
| All | +900.4% | +233.0% | +667.3% | +428.2% |
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