-33.5%
UPS vs DLR
+40.9%
-74.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -3.7% | +2.9% | -6.6% | -4.3% |
| 30D | -3.7% | -1.2% | -2.6% | -3.5% |
| 3M | -6.6% | +2.9% | -9.5% | -7.4% |
| 6M | +2.6% | +6.7% | -4.1% | +0.7% |
| YTD | +4.8% | +23.9% | -19.1% | -0.9% |
| 1Y | +25.3% | +18.6% | +6.6% | +19.2% |
| 3Y | -26.9% | +59.7% | -86.5% | -37.5% |
| 5Y | -33.5% | +42.1% | -75.6% | -44.8% |
| All | -33.5% | +40.9% | -74.4% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling