+59.7%
DIA vs UPS
-4.2%
+63.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | +2.1% | +3.8% | -1.7% | +1.3% |
| 30D | +1.5% | +17.4% | -15.9% | -1.9% |
| 3M | -2.4% | +8.2% | -10.6% | -4.1% |
| 6M | +6.0% | +17.9% | -12.0% | +1.8% |
| YTD | +10.1% | +18.7% | -8.6% | +5.2% |
| 1Y | +11.8% | +24.8% | -13.0% | +5.7% |
| 3Y | +59.7% | -4.5% | +64.3% | +52.7% |
| All | +59.7% | -4.2% | +63.9% | +52.7% |
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