+265.4%
UPS vs DECK
+55,090.8%
-54,825.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.0% | -1.3% | +4.0% |
| 7D | +8.2% | +10.4% | -2.1% | +7.0% |
| 30D | +22.7% | +11.1% | +11.6% | +21.2% |
| 3M | +6.4% | -10.8% | +17.2% | +7.7% |
| 6M | +22.6% | -8.7% | +31.4% | +23.5% |
| YTD | +20.7% | -14.0% | +34.8% | +22.1% |
| 1Y | +30.6% | +12.0% | +18.6% | +28.0% |
| 3Y | -5.0% | -10.5% | +5.5% | -6.6% |
| 5Y | -31.3% | +28.5% | -59.8% | -36.0% |
| 10Y | +57.8% | +923.3% | -865.5% | +16.1% |
| All | +265.4% | +55,090.8% | -54,825.4% | +117.0% |
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