+227.0%
UPS vs DD
+318.9%
-91.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -2.9% | -3.5% | +0.6% | -1.8% |
| 30D | -3.5% | -10.3% | +6.8% | -0.1% |
| 3M | -5.7% | -7.5% | +1.8% | -3.4% |
| 6M | -4.4% | -8.0% | +3.6% | -2.2% |
| YTD | +8.0% | +10.5% | -2.4% | +4.1% |
| 1Y | +29.0% | +38.3% | -9.2% | +15.3% |
| 3Y | -27.7% | +42.5% | -70.2% | -36.8% |
| 5Y | -34.3% | +60.2% | -94.5% | -45.2% |
| 10Y | +37.8% | +68.9% | -31.1% | +7.3% |
| All | +227.0% | +318.9% | -91.9% | +71.9% |
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 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