+259.3%
UPS vs DD
+389.6%
-130.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +3.8% | +5.0% | -1.2% | +2.2% |
| 30D | +17.4% | +19.7% | -2.3% | +10.5% |
| 3M | +8.2% | +7.2% | +1.0% | +5.5% |
| 6M | +17.9% | +1.0% | +16.9% | +16.9% |
| YTD | +18.7% | +29.1% | -10.4% | +8.5% |
| 1Y | +24.8% | +28.5% | -3.7% | +14.2% |
| 3Y | -4.5% | +89.4% | -94.0% | -23.9% |
| 5Y | -33.2% | +67.1% | -100.4% | -45.2% |
| 10Y | +44.2% | +97.5% | -53.3% | +6.5% |
| All | +259.3% | +389.6% | -130.3% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling