+9.4%
UPS vs DT
-12.3%
+21.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +1.1% |
| 7D | -1.6% | -5.4% | +3.8% | -1.2% |
| 30D | +17.9% | -32.2% | +50.1% | +21.5% |
| 3M | +9.4% | -10.9% | +20.3% | +5.7% |
| All | +9.4% | -12.3% | +21.7% | +5.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling