-9.6%
UPS vs D
+79.5%
-89.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | 0.0% | +3.0% | -2.9% | -0.8% |
| 30D | +17.3% | +11.5% | +5.9% | +13.6% |
| 3M | +6.6% | +3.7% | +2.9% | +5.4% |
| 6M | +12.0% | +13.5% | -1.5% | +7.5% |
| YTD | +14.4% | +20.7% | -6.4% | +7.5% |
| 1Y | +23.3% | +18.2% | +5.1% | +16.7% |
| 3Y | -9.6% | +73.3% | -82.9% | -27.9% |
| All | -9.6% | +79.5% | -89.2% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling