+36.4%
UPS vs DLTR
+45.3%
-8.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.0% | -10.1% | +8.1% | 0.0% |
| 30D | -2.0% | -8.1% | +6.2% | -0.5% |
| 3M | -6.2% | +2.9% | -9.1% | -7.1% |
| 6M | +2.8% | +4.3% | -1.6% | +1.0% |
| YTD | +5.9% | -3.9% | +9.8% | +5.6% |
| 1Y | +26.2% | +18.9% | +7.4% | +20.2% |
| 3Y | -26.0% | +1.9% | -27.9% | -29.3% |
| 5Y | -34.3% | +31.0% | -65.3% | -41.8% |
| All | +36.4% | +45.3% | -8.9% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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