-33.5%
UPS vs DD
+59.3%
-92.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.1% |
| 7D | -3.7% | -3.8% | +0.1% | -2.0% |
| 30D | -3.7% | -9.2% | +5.5% | +0.4% |
| 3M | -6.6% | -9.0% | +2.4% | -2.7% |
| 6M | +2.6% | -5.0% | +7.5% | +4.1% |
| YTD | +4.8% | +7.4% | -2.6% | +0.3% |
| 1Y | +25.3% | +35.1% | -9.8% | +7.2% |
| 3Y | -26.9% | +43.2% | -70.1% | -40.8% |
| 5Y | -33.5% | +59.6% | -93.1% | -48.3% |
| All | -33.5% | +59.3% | -92.8% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling