-25.9%
UPS vs DOW
-35.1%
+9.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -2.1% | -2.9% | +0.8% | -1.4% |
| 30D | -2.3% | +2.0% | -4.3% | -3.1% |
| 3M | -5.2% | -12.5% | +7.3% | -2.2% |
| 6M | +1.4% | -9.2% | +10.6% | +0.8% |
| YTD | +6.1% | +30.8% | -24.7% | -9.8% |
| 1Y | +27.0% | +29.4% | -2.4% | +7.4% |
| All | -25.9% | -35.1% | +9.2% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling