-4.5%
UPS vs DBX
+26.6%
-31.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +3.8% | -3.3% | +7.0% | +4.0% |
| 30D | +17.4% | -5.9% | +23.2% | +17.8% |
| 3M | +8.2% | -6.7% | +14.9% | +8.6% |
| 6M | +17.9% | +28.0% | -10.0% | +16.2% |
| YTD | +18.7% | +20.6% | -1.9% | +17.3% |
| 1Y | +24.8% | +10.3% | +14.5% | +24.3% |
| 3Y | -4.5% | +24.0% | -28.6% | -9.4% |
| All | -4.5% | +26.6% | -31.1% | -9.4% |
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