+26.5%
UPS vs DOW
-15.2%
+41.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.5% |
| 7D | -3.4% | -2.4% | -1.0% | -2.7% |
| 30D | -2.7% | -4.1% | +1.3% | -1.6% |
| 3M | -1.6% | -12.4% | +10.8% | +2.0% |
| 6M | +2.3% | -10.6% | +13.0% | +3.3% |
| YTD | +5.6% | +31.1% | -25.5% | -8.6% |
| 1Y | +27.1% | +30.5% | -3.5% | +9.0% |
| 3Y | -26.3% | -34.4% | +8.1% | -19.4% |
| 5Y | -34.5% | -35.5% | +1.0% | -28.7% |
| All | +26.5% | -15.2% | +41.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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