-33.7%
UPS vs D
+5.6%
-39.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -2.9% | +1.5% | -4.3% | -3.3% |
| 30D | -3.5% | -2.6% | -0.9% | -2.8% |
| 3M | -5.7% | 0.0% | -5.7% | -5.7% |
| 6M | -4.4% | +7.4% | -11.7% | -6.7% |
| YTD | +8.0% | +15.9% | -7.8% | +2.8% |
| 1Y | +29.0% | +18.1% | +10.9% | +21.8% |
| 3Y | -27.7% | +58.4% | -86.1% | -38.7% |
| All | -33.7% | +5.6% | -39.3% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling