-25.9%
UPS vs DRI
+56.7%
-82.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.2% |
| 7D | -2.1% | -1.2% | -0.9% | -1.8% |
| 30D | -2.3% | -0.4% | -1.9% | -2.4% |
| 3M | -5.2% | +9.5% | -14.7% | -8.4% |
| 6M | +1.4% | +6.5% | -5.0% | -1.3% |
| YTD | +6.1% | +18.4% | -12.3% | -0.4% |
| 1Y | +27.0% | +4.2% | +22.8% | +23.6% |
| 3Y | -25.9% | +57.1% | -83.0% | -37.4% |
| All | -25.9% | +56.7% | -82.6% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling