+18.6%
DIA vs UPS
+27.3%
-8.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | -0.2% | -2.9% | +2.7% | +0.4% |
| 30D | -1.5% | -3.5% | +2.0% | -0.9% |
| 3M | +3.8% | -5.7% | +9.5% | +4.6% |
| 6M | +10.3% | -4.4% | +14.6% | +10.0% |
| YTD | +12.1% | +8.0% | +4.1% | +9.4% |
| 1Y | +18.6% | +29.0% | -10.4% | +12.2% |
| All | +18.6% | +27.3% | -8.6% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling