+493.1%
DIS vs UPS
+243.4%
+249.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.1% |
| 7D | -2.6% | -2.9% | +0.3% | -1.1% |
| 30D | +3.5% | -3.5% | +7.0% | +5.2% |
| 3M | +6.8% | -5.7% | +12.5% | +9.1% |
| 6M | +3.0% | -4.4% | +7.4% | +3.6% |
| YTD | -6.7% | +8.0% | -14.7% | -12.1% |
| 1Y | -10.1% | +29.0% | -39.1% | -23.2% |
| 3Y | +33.0% | -27.7% | +60.8% | +47.7% |
| 5Y | -40.0% | -34.3% | -5.7% | -31.1% |
| 10Y | +21.1% | +37.8% | -16.7% | -16.3% |
| All | +493.1% | +243.4% | +249.7% | +129.0% |
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