-34.5%
UPS vs DE
+97.0%
-131.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | -1.6% | +21.4% | -23.0% | -7.8% |
| 6M | +2.3% | +15.0% | -12.7% | -2.7% |
| YTD | +5.6% | +46.4% | -40.8% | -7.4% |
| 1Y | +27.1% | +45.6% | -18.6% | +11.4% |
| 3Y | -26.3% | +76.8% | -103.1% | -39.7% |
| 5Y | -34.5% | +99.4% | -133.9% | -48.5% |
| All | -34.5% | +97.0% | -131.5% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling