+45.9%
UPS vs DG
+105.2%
-59.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.9% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +17.4% | +3.2% | +14.1% | +16.5% |
| 3M | +8.2% | +10.4% | -2.2% | +5.8% |
| 6M | +17.9% | +33.2% | -15.2% | +10.7% |
| YTD | +18.7% | +3.0% | +15.7% | +17.0% |
| 1Y | +24.8% | +31.2% | -6.4% | +16.4% |
| 3Y | -4.5% | +21.8% | -26.4% | -13.7% |
| 5Y | -33.2% | -35.0% | +1.8% | -28.3% |
| All | +45.9% | +105.2% | -59.3% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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