+17.9%
UPS vs DOW
-15.6%
+33.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.8% |
| 7D | +3.8% | +5.2% | -1.4% | +4.2% |
| 30D | +17.4% | +13.2% | +4.2% | +18.3% |
| 3M | +8.2% | +10.1% | -1.9% | +8.6% |
| 6M | +17.9% | -13.1% | +31.0% | +8.2% |
| All | +17.9% | -15.6% | +33.6% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling