+227.0%
UPS vs DRI
+3,455.4%
-3,228.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -3.5% | +3.8% | -7.4% | -4.5% |
| 3M | -5.7% | +13.0% | -18.7% | -8.7% |
| 6M | -4.4% | +8.3% | -12.7% | -6.6% |
| YTD | +8.0% | +20.6% | -12.6% | +2.8% |
| 1Y | +29.0% | +6.5% | +22.6% | +26.2% |
| 3Y | -27.7% | +53.7% | -81.4% | -35.6% |
| 5Y | -34.3% | +72.7% | -107.0% | -43.5% |
| 10Y | +37.8% | +363.2% | -325.4% | -13.1% |
| All | +227.0% | +3,455.4% | -3,228.4% | +11.4% |
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 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