+244.3%
DIA vs UPS
+37.5%
+206.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -3.0% | -3.4% | +0.4% | -1.8% |
| 30D | -3.0% | -2.7% | -0.3% | -2.1% |
| 3M | +4.5% | -1.6% | +6.1% | +4.6% |
| 6M | +9.8% | +2.3% | +7.4% | +7.9% |
| YTD | +9.3% | +5.6% | +3.7% | +5.9% |
| 1Y | +16.0% | +27.1% | -11.1% | +4.7% |
| 3Y | +57.7% | -26.3% | +84.0% | +68.8% |
| 5Y | +63.8% | -34.5% | +98.2% | +79.7% |
| All | +244.3% | +37.5% | +206.8% | +143.6% |
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