-10.1%
DIS vs UPS
+27.3%
-37.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | -2.6% | -2.9% | +0.3% | -2.1% |
| 30D | +3.5% | -3.5% | +7.0% | +4.0% |
| 3M | +6.8% | -5.7% | +12.5% | +7.6% |
| 6M | +3.0% | -4.4% | +7.4% | +2.5% |
| YTD | -6.7% | +8.0% | -14.7% | -8.2% |
| 1Y | -10.1% | +29.0% | -39.1% | -13.6% |
| All | -10.1% | +27.3% | -37.4% | -13.6% |
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 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