-32.4%
UPS vs DECK
+25.8%
-58.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.6% |
| 7D | +3.5% | +6.0% | -2.6% | +2.3% |
| 30D | +19.3% | +7.4% | +11.8% | +17.5% |
| 3M | +4.7% | -11.7% | +16.4% | +7.1% |
| 6M | +17.0% | -11.0% | +27.9% | +19.0% |
| YTD | +17.3% | -15.4% | +32.6% | +19.7% |
| 1Y | +27.4% | +7.2% | +20.1% | +23.6% |
| 3Y | -7.7% | -11.8% | +4.1% | -14.4% |
| 5Y | -32.4% | +24.3% | -56.8% | -47.2% |
| All | -32.4% | +25.8% | -58.2% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling