-33.5%
UPS vs DOW
-35.8%
+2.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -3.7% | -6.0% | +2.3% | -1.8% |
| 30D | -3.7% | -2.7% | -1.0% | -3.1% |
| 3M | -6.6% | -10.5% | +3.9% | -3.8% |
| 6M | +2.6% | -12.4% | +15.0% | +3.8% |
| YTD | +4.8% | +30.0% | -25.2% | -11.5% |
| 1Y | +25.3% | +27.8% | -2.5% | +5.4% |
| 3Y | -26.9% | -34.9% | +8.1% | -16.2% |
| 5Y | -33.5% | -35.9% | +2.4% | -25.8% |
| All | -33.5% | -35.8% | +2.3% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling