+25.3%
UPS vs DRI
+3.0%
+22.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.9% |
| 7D | -3.7% | -4.8% | +1.1% | -2.5% |
| 30D | -3.7% | -3.9% | +0.2% | -3.0% |
| 3M | -6.6% | +5.1% | -11.6% | -8.6% |
| 6M | +2.6% | +5.5% | -2.9% | -0.1% |
| YTD | +4.8% | +16.5% | -11.7% | -1.2% |
| 1Y | +25.3% | +2.0% | +23.3% | +17.8% |
| All | +25.3% | +3.0% | +22.2% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling