+37.9%
UPS vs DAL
+141.2%
-103.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.6% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -3.5% | -13.9% | +10.4% | -0.4% |
| 3M | -5.7% | +1.1% | -6.8% | -6.2% |
| 6M | -4.4% | +26.2% | -30.6% | -9.5% |
| YTD | +8.0% | +16.4% | -8.4% | +3.7% |
| 1Y | +29.0% | +33.9% | -4.8% | +19.7% |
| 3Y | -27.7% | +93.4% | -121.1% | -39.7% |
| 5Y | -34.3% | +106.4% | -140.7% | -47.2% |
| All | +37.9% | +141.2% | -103.2% | +7.3% |
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