+221.2%
UPS vs DE
+5,740.4%
-5,519.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.2% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -2.3% | +9.6% | -12.0% | -5.3% |
| 3M | -5.2% | +19.0% | -24.2% | -10.6% |
| 6M | +1.4% | +16.1% | -14.7% | -3.9% |
| YTD | +6.1% | +47.0% | -40.9% | -6.9% |
| 1Y | +27.0% | +43.1% | -16.2% | +12.1% |
| 3Y | -25.9% | +77.5% | -103.4% | -39.4% |
| 5Y | -34.6% | +96.4% | -130.9% | -49.3% |
| 10Y | +36.2% | +852.9% | -816.7% | -36.8% |
| All | +221.2% | +5,740.4% | -5,519.1% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling