+36.4%
UPS vs DLR
+177.5%
-141.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.0% | -4.3% | +2.3% | -0.8% |
| 3M | -6.2% | +3.8% | -10.1% | -7.5% |
| 6M | +2.8% | +5.8% | -3.1% | +0.8% |
| YTD | +5.9% | +23.5% | -17.6% | -0.6% |
| 1Y | +26.2% | +11.1% | +15.2% | +21.6% |
| 3Y | -26.0% | +57.9% | -83.9% | -37.1% |
| 5Y | -34.3% | +44.0% | -78.2% | -43.8% |
| All | +36.4% | +177.5% | -141.1% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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