+36.1%
UPS vs D
+34.1%
+2.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.7% |
| 7D | -3.7% | -0.4% | -3.2% | -3.5% |
| 30D | -3.7% | -2.1% | -1.7% | -3.1% |
| 3M | -6.6% | -0.7% | -5.8% | -6.4% |
| 6M | +2.6% | +5.6% | -3.0% | +0.2% |
| YTD | +4.8% | +14.6% | -9.8% | -0.6% |
| 1Y | +25.3% | +15.3% | +9.9% | +18.3% |
| 3Y | -26.9% | +59.1% | -86.0% | -39.4% |
| 5Y | -33.5% | +3.9% | -37.4% | -36.3% |
| 10Y | +36.1% | +38.5% | -2.4% | +19.0% |
| All | +36.1% | +34.1% | +2.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling