+221.2%
UPS vs DLTR
+1,293.3%
-1,072.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -0.9% |
| 7D | -2.1% | -5.8% | +3.7% | -1.2% |
| 30D | -2.3% | -5.2% | +2.9% | -1.6% |
| 3M | -5.2% | +15.2% | -20.4% | -7.6% |
| 6M | +1.4% | +7.1% | -5.7% | -0.5% |
| YTD | +6.1% | +0.8% | +5.3% | +5.0% |
| 1Y | +27.0% | +24.8% | +2.2% | +21.0% |
| 3Y | -25.9% | +6.9% | -32.8% | -29.3% |
| 5Y | -34.6% | +33.2% | -67.8% | -40.7% |
| 10Y | +36.2% | +51.6% | -15.4% | +17.2% |
| All | +221.2% | +1,293.3% | -1,072.1% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling