+39.1%
UPS vs DBX
+22.6%
+16.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.1% |
| 7D | -2.0% | +2.1% | -4.1% | -2.3% |
| 30D | -2.0% | +5.7% | -7.7% | -2.9% |
| 3M | -6.2% | +31.8% | -38.0% | -10.9% |
| 6M | +2.8% | +37.5% | -34.7% | -3.6% |
| YTD | +5.9% | +27.9% | -22.0% | +0.5% |
| 1Y | +26.2% | +15.0% | +11.2% | +21.9% |
| 3Y | -26.0% | +27.2% | -53.2% | -31.4% |
| 5Y | -34.3% | +12.8% | -47.1% | -39.3% |
| All | +39.1% | +22.6% | +16.5% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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