-34.6%
UPS vs DAR
-8.5%
-26.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.3% |
| 7D | -2.1% | -0.9% | -1.3% | -2.0% |
| 30D | -2.3% | +13.0% | -15.3% | -4.7% |
| 3M | -5.2% | +15.0% | -20.2% | -8.0% |
| 6M | +1.4% | +26.8% | -25.4% | -3.8% |
| YTD | +6.1% | +86.4% | -80.3% | -6.8% |
| 1Y | +27.0% | +115.1% | -88.1% | +7.9% |
| 3Y | -25.9% | +14.6% | -40.5% | -30.1% |
| 5Y | -34.6% | -8.8% | -25.8% | -37.3% |
| All | -34.6% | -8.5% | -26.1% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling