+223.7%
UPS vs DG
+606.1%
-382.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -2.9% | +8.4% | -11.3% | -4.4% |
| 30D | -3.5% | +4.9% | -8.4% | -4.5% |
| 3M | -5.7% | +29.3% | -35.1% | -10.6% |
| 6M | -4.4% | -11.3% | +6.9% | -2.7% |
| YTD | +8.0% | +1.8% | +6.3% | +6.9% |
| 1Y | +29.0% | +25.3% | +3.7% | +21.8% |
| 3Y | -27.7% | +9.1% | -36.8% | -32.4% |
| 5Y | -34.3% | -34.9% | +0.5% | -31.4% |
| 10Y | +37.8% | +108.2% | -70.4% | +10.8% |
| All | +223.7% | +606.1% | -382.4% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling