-26.8%
UPS vs DBX
+23.5%
-50.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.4% |
| 7D | -3.7% | +0.3% | -3.9% | -3.7% |
| 30D | -3.7% | 0.0% | -3.7% | -3.8% |
| 3M | -6.6% | +26.1% | -32.7% | -8.0% |
| 6M | +2.6% | +29.4% | -26.8% | +0.7% |
| YTD | +4.8% | +24.4% | -19.6% | +3.2% |
| 1Y | +25.3% | +10.9% | +14.4% | +24.6% |
| All | -26.8% | +23.5% | -50.3% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling