-25.9%
UPS vs DG
+7.4%
-33.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.5% |
| 7D | -2.1% | -2.5% | +0.3% | -1.9% |
| 30D | -2.3% | +1.0% | -3.3% | -2.4% |
| 3M | -5.2% | +20.3% | -25.5% | -6.6% |
| 6M | +1.4% | -11.7% | +13.2% | +2.0% |
| YTD | +6.1% | -2.3% | +8.4% | +6.1% |
| 1Y | +27.0% | +20.0% | +7.0% | +25.3% |
| All | -25.9% | +7.4% | -33.3% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling