+227.0%
UPS vs DECK
+53,046.9%
-52,819.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.4% |
| 7D | -2.9% | -2.2% | -0.7% | -2.6% |
| 30D | -3.5% | -13.6% | +10.1% | -1.9% |
| 3M | -5.7% | -21.2% | +15.5% | -3.2% |
| 6M | -4.4% | -21.1% | +16.7% | -2.0% |
| YTD | +8.0% | -17.2% | +25.2% | +9.8% |
| 1Y | +29.0% | -30.7% | +59.8% | +33.4% |
| 3Y | -27.7% | -3.4% | -24.4% | -29.7% |
| 5Y | -34.3% | +25.5% | -59.9% | -38.8% |
| 10Y | +37.8% | +714.7% | -676.9% | +3.7% |
| All | +227.0% | +53,046.9% | -52,819.9% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling