+15.6%
UPS vs DT
+101.6%
-86.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.5% |
| 7D | -3.4% | -2.5% | -0.9% | -3.0% |
| 30D | -2.7% | +3.5% | -6.3% | -3.3% |
| 3M | -1.6% | +26.7% | -28.4% | -5.7% |
| 6M | +2.3% | +36.1% | -33.8% | -3.7% |
| YTD | +5.6% | +18.6% | -13.1% | +1.4% |
| 1Y | +27.1% | +7.9% | +19.2% | +23.9% |
| 3Y | -26.3% | +8.6% | -34.9% | -29.2% |
| 5Y | -34.5% | -26.7% | -7.8% | -35.3% |
| All | +15.6% | +101.6% | -86.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling