+44.3%
UPS vs D
+42.1%
+2.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +1.1% | +0.8% | +0.4% | +0.9% |
| 30D | +17.3% | +10.7% | +6.6% | +13.3% |
| 3M | +7.9% | +2.3% | +5.6% | +7.0% |
| 6M | +13.7% | +12.5% | +1.3% | +8.8% |
| YTD | +17.2% | +20.1% | -2.9% | +9.4% |
| 1Y | +23.2% | +15.6% | +7.7% | +16.5% |
| 3Y | -5.9% | +75.2% | -81.0% | -24.5% |
| 5Y | -33.1% | +14.6% | -47.6% | -38.0% |
| 10Y | +44.3% | +43.8% | +0.6% | +25.5% |
| All | +44.3% | +42.1% | +2.2% | +25.5% |
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