+43.7%
UPS vs D
+44.7%
-1.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.7% | +2.4% | -0.7% | +0.9% |
| 30D | +17.4% | +10.9% | +6.5% | +13.3% |
| 3M | +7.7% | +2.8% | +4.9% | +6.7% |
| 6M | +13.8% | +12.7% | +1.1% | +8.8% |
| YTD | +17.3% | +20.3% | -3.0% | +9.3% |
| 1Y | +27.2% | +17.1% | +10.0% | +19.6% |
| 3Y | -5.6% | +75.1% | -80.8% | -24.4% |
| 5Y | -33.5% | +13.1% | -46.7% | -38.1% |
| 10Y | +43.7% | +48.3% | -4.6% | +23.7% |
| All | +43.7% | +44.7% | -1.1% | +23.7% |
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