+217.2%
UPS vs DGX
+4,212.6%
-3,995.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -3.7% | -2.2% | -1.5% | -3.2% |
| 30D | -3.7% | -0.9% | -2.8% | -3.6% |
| 3M | -6.6% | +15.6% | -22.1% | -9.5% |
| 6M | +2.6% | +17.8% | -15.2% | -1.2% |
| YTD | +4.8% | +37.5% | -32.7% | -2.4% |
| 1Y | +25.3% | +31.2% | -5.9% | +17.6% |
| 3Y | -26.9% | +96.6% | -123.4% | -37.4% |
| 5Y | -33.5% | +64.9% | -98.4% | -41.3% |
| 10Y | +36.1% | +254.6% | -218.5% | +1.2% |
| All | +217.2% | +4,212.6% | -3,995.4% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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