+557.5%
DIS vs UPS
+263.5%
+294.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.8% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +11.5% | +17.3% | -5.9% | +2.8% |
| 3M | +11.5% | +6.6% | +4.9% | +7.6% |
| 6M | +8.9% | +12.0% | -3.1% | +1.3% |
| YTD | +3.4% | +14.4% | -11.0% | -5.7% |
| 1Y | +7.2% | +23.3% | -16.1% | -6.1% |
| 3Y | +43.3% | -9.6% | +52.9% | +41.1% |
| 5Y | -31.4% | -34.1% | +2.7% | -21.2% |
| 10Y | +37.1% | +49.5% | -12.4% | -9.6% |
| All | +557.5% | +263.5% | +294.0% | +145.7% |
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 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