+36.4%
UPS vs DD
+66.6%
-30.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.0% | -3.5% | +1.5% | -0.6% |
| 30D | -2.0% | -11.7% | +9.7% | +2.9% |
| 3M | -6.2% | -9.2% | +3.0% | -2.8% |
| 6M | +2.8% | -7.2% | +10.0% | +5.2% |
| YTD | +5.9% | +6.6% | -0.7% | +2.4% |
| 1Y | +26.2% | +32.0% | -5.8% | +11.6% |
| 3Y | -26.0% | +42.1% | -68.1% | -37.7% |
| 5Y | -34.3% | +58.1% | -92.3% | -47.6% |
| All | +36.4% | +66.6% | -30.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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