+790.4%
DIA vs UPS
+243.4%
+547.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | 0.0% |
| 7D | -0.2% | -2.9% | +2.7% | +1.1% |
| 30D | -1.5% | -3.5% | +2.0% | -0.1% |
| 3M | +3.8% | -5.7% | +9.5% | +5.8% |
| 6M | +10.3% | -4.4% | +14.6% | +11.1% |
| YTD | +12.1% | +8.0% | +4.1% | +6.8% |
| 1Y | +18.6% | +29.0% | -10.4% | +4.0% |
| 3Y | +60.6% | -27.7% | +88.3% | +75.4% |
| 5Y | +64.4% | -34.3% | +98.8% | +82.8% |
| 10Y | +250.1% | +37.8% | +212.3% | +153.6% |
| All | +790.4% | +243.4% | +547.1% | +287.9% |
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 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