+37.9%
UPS vs DECK
+718.3%
-680.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.5% |
| 7D | -2.9% | -2.2% | -0.7% | -2.5% |
| 30D | -3.5% | -13.6% | +10.1% | -0.9% |
| 3M | -5.7% | -21.2% | +15.5% | -1.7% |
| 6M | -4.4% | -21.1% | +16.7% | -0.5% |
| YTD | +8.0% | -17.2% | +25.2% | +10.8% |
| 1Y | +29.0% | -30.7% | +59.8% | +36.1% |
| 3Y | -27.7% | -3.4% | -24.4% | -32.2% |
| 5Y | -34.3% | +25.5% | -59.9% | -43.6% |
| All | +37.9% | +718.3% | -680.4% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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