-26.2%
UPS vs DE
+75.2%
-101.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -3.4% | -2.4% | -1.0% | -2.7% |
| 30D | -2.7% | +9.7% | -12.5% | -5.9% |
| 3M | -1.6% | +21.4% | -23.0% | -8.6% |
| 6M | +2.3% | +15.0% | -12.7% | -3.3% |
| YTD | +5.6% | +46.4% | -40.8% | -9.7% |
| 1Y | +27.1% | +45.6% | -18.6% | +8.5% |
| All | -26.2% | +75.2% | -101.4% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling