-26.8%
UPS vs DT
+6.3%
-33.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -3.7% | -0.5% | -3.1% | -3.6% |
| 30D | -3.7% | +0.1% | -3.8% | -3.8% |
| 3M | -6.6% | +24.1% | -30.7% | -8.7% |
| 6M | +2.6% | +30.1% | -27.5% | -0.6% |
| YTD | +4.8% | +16.8% | -12.0% | +3.3% |
| 1Y | +25.3% | -0.1% | +25.4% | +27.1% |
| All | -26.8% | +6.3% | -33.0% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling