+255.0%
UPS vs DAR
+1,619.0%
-1,364.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | +1.7% | -3.8% | +5.5% | +2.0% |
| 30D | +17.4% | -14.4% | +31.8% | +18.7% |
| 3M | +7.7% | -17.9% | +25.7% | +9.1% |
| 6M | +13.8% | -18.3% | +32.1% | +15.2% |
| YTD | +17.3% | +43.2% | -26.0% | +13.9% |
| 1Y | +27.2% | +57.7% | -30.5% | +22.7% |
| 3Y | -5.6% | +22.7% | -28.4% | -8.3% |
| 5Y | -33.5% | -34.0% | +0.5% | -33.1% |
| 10Y | +43.7% | +279.5% | -235.8% | +28.8% |
| All | +255.0% | +1,619.0% | -1,364.0% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling