+27.1%
UPS vs DOW
-15.4%
+42.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -2.1% | -2.9% | +0.8% | -1.2% |
| 30D | -2.3% | +2.0% | -4.3% | -3.2% |
| 3M | -5.2% | -12.5% | +7.3% | -1.7% |
| 6M | +1.4% | -9.2% | +10.6% | +1.7% |
| YTD | +6.1% | +30.8% | -24.7% | -8.1% |
| 1Y | +27.0% | +29.4% | -2.4% | +9.3% |
| 3Y | -25.9% | -34.6% | +8.6% | -18.9% |
| 5Y | -34.6% | -35.9% | +1.4% | -28.6% |
| All | +27.1% | -15.4% | +42.5% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling