+246.2%
UPS vs D
+785.4%
-539.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | 0.0% | +3.0% | -2.9% | -0.9% |
| 30D | +17.3% | +11.5% | +5.9% | +13.1% |
| 3M | +6.6% | +3.7% | +2.9% | +5.3% |
| 6M | +12.0% | +13.5% | -1.5% | +6.8% |
| YTD | +14.4% | +20.7% | -6.4% | +6.6% |
| 1Y | +23.3% | +18.2% | +5.1% | +15.7% |
| 3Y | -9.6% | +73.3% | -82.9% | -26.7% |
| 5Y | -34.1% | +12.3% | -46.4% | -38.6% |
| 10Y | +49.5% | +43.4% | +6.1% | +24.2% |
| All | +246.2% | +785.4% | -539.2% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling