+44.3%
UPS vs DAL
+124.5%
-80.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | -1.6% | +2.3% | -4.0% | -2.1% |
| 30D | +17.9% | +14.3% | +3.6% | +14.5% |
| 3M | +9.4% | +1.3% | +8.1% | +8.8% |
| 6M | +16.2% | +29.3% | -13.1% | +9.3% |
| YTD | +18.8% | +33.0% | -14.2% | +10.6% |
| 1Y | +26.1% | +59.8% | -33.7% | +12.8% |
| 3Y | -4.5% | +177.2% | -181.6% | -26.1% |
| 5Y | -33.2% | +118.4% | -151.6% | -47.1% |
| 10Y | +44.3% | +121.4% | -77.1% | +16.0% |
| All | +44.3% | +124.5% | -80.1% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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