+163.2%
UPS vs DLR
+3,595.6%
-3,432.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -2.9% | +1.6% | -4.5% | -3.3% |
| 30D | -3.5% | -3.4% | -0.2% | -2.7% |
| 3M | -5.7% | +0.5% | -6.2% | -6.2% |
| 6M | -4.4% | +4.6% | -8.9% | -5.9% |
| YTD | +8.0% | +23.4% | -15.4% | +1.3% |
| 1Y | +29.0% | +19.0% | +10.0% | +21.7% |
| 3Y | -27.7% | +56.5% | -84.2% | -38.1% |
| 5Y | -34.3% | +33.3% | -67.7% | -42.3% |
| 10Y | +37.8% | +165.1% | -127.4% | -3.4% |
| All | +163.2% | +3,595.6% | -3,432.4% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling