+24.0%
UPS vs D
+16.8%
+7.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | 0.0% | +3.0% | -2.9% | -0.6% |
| 30D | +17.3% | +11.5% | +5.9% | +14.8% |
| 3M | +6.6% | +3.7% | +2.9% | +5.5% |
| 6M | +12.0% | +13.5% | -1.5% | +9.4% |
| YTD | +14.4% | +20.7% | -6.4% | +10.7% |
| All | +24.0% | +16.8% | +7.2% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling