-10.0%
DIS vs UPS
+25.5%
-35.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.6% |
| 7D | -3.5% | -3.7% | +0.2% | -2.9% |
| 30D | +1.0% | -3.7% | +4.7% | +1.6% |
| 3M | +5.7% | -6.6% | +12.2% | +6.5% |
| 6M | +3.3% | +2.6% | +0.7% | +1.5% |
| YTD | -7.7% | +4.8% | -12.5% | -8.8% |
| 1Y | -10.0% | +25.3% | -35.2% | -13.4% |
| All | -10.0% | +25.5% | -35.5% | -13.4% |
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