-33.5%
UPS vs DINO
+328.2%
-361.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -3.7% | +2.0% | -5.6% | -4.0% |
| 30D | -3.7% | +27.7% | -31.4% | -7.6% |
| 3M | -6.6% | +56.3% | -62.8% | -13.4% |
| 6M | +2.6% | +107.6% | -105.0% | -10.2% |
| YTD | +4.8% | +140.2% | -135.4% | -11.1% |
| 1Y | +25.3% | +113.0% | -87.7% | +8.4% |
| 3Y | -26.9% | +100.1% | -126.9% | -38.4% |
| 5Y | -33.5% | +328.7% | -362.2% | -49.0% |
| All | -33.5% | +328.2% | -361.7% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 5y: compounded portfolio wealth divided by compounded DINO 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…
5y analysis · Full analysis span regression · 6 months rolling