+252.9%
UPS vs DRI
+3,666.4%
-3,413.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +16.4% | +10.8% | +5.6% | +13.7% |
| 3M | +7.9% | +0.9% | +7.0% | +7.5% |
| 6M | +15.8% | +16.3% | -0.5% | +11.3% |
| YTD | +16.6% | +27.8% | -11.2% | +9.4% |
| 1Y | +22.3% | +33.9% | -11.6% | +13.5% |
| 3Y | -6.2% | +67.2% | -73.4% | -18.1% |
| 5Y | -34.4% | +79.0% | -113.4% | -44.0% |
| 10Y | +41.7% | +332.2% | -290.5% | -9.0% |
| All | +252.9% | +3,666.4% | -3,413.6% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling