+36.0%
UPS vs DG
+99.2%
-63.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.0% |
| 7D | -3.4% | -6.3% | +2.9% | -2.2% |
| 30D | -2.7% | +2.4% | -5.2% | -3.3% |
| 3M | -1.6% | +12.4% | -14.1% | -4.3% |
| 6M | +2.3% | -14.9% | +17.3% | +5.1% |
| YTD | +5.6% | -6.1% | +11.6% | +6.2% |
| 1Y | +27.1% | +17.9% | +9.2% | +21.1% |
| 3Y | -26.3% | +3.1% | -29.4% | -30.6% |
| 5Y | -34.5% | -38.7% | +4.2% | -29.2% |
| All | +36.0% | +99.2% | -63.2% | +5.3% |
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