+44.3%
UPS vs DAR
+290.1%
-245.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.2% |
| 7D | -1.6% | +3.6% | -5.2% | -2.4% |
| 30D | +17.9% | -11.3% | +29.2% | +20.7% |
| 3M | +9.4% | -13.1% | +22.5% | +12.2% |
| 6M | +16.2% | -15.1% | +31.3% | +19.4% |
| YTD | +18.8% | +50.5% | -31.7% | +6.8% |
| 1Y | +26.1% | +57.9% | -31.8% | +12.1% |
| 3Y | -4.5% | +28.9% | -33.4% | -14.3% |
| 5Y | -33.2% | -31.4% | -1.8% | -32.1% |
| 10Y | +44.3% | +301.0% | -256.7% | -10.8% |
| All | +44.3% | +290.1% | -245.8% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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