+36.4%
UPS vs DE
+863.9%
-827.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.0% | -2.6% | +0.6% | -1.1% |
| 30D | -2.0% | +9.0% | -11.0% | -5.1% |
| 3M | -6.2% | +19.1% | -25.4% | -12.3% |
| 6M | +2.8% | +14.4% | -11.6% | -2.8% |
| YTD | +5.9% | +45.9% | -40.0% | -8.5% |
| 1Y | +26.2% | +43.6% | -17.4% | +9.4% |
| 3Y | -26.0% | +75.9% | -101.9% | -41.0% |
| 5Y | -34.3% | +98.8% | -133.0% | -51.2% |
| All | +36.4% | +863.9% | -827.5% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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