+18.2%
UPS vs DT
+103.5%
-85.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.9% |
| 7D | -2.9% | -3.3% | +0.4% | -2.4% |
| 30D | -3.5% | +2.0% | -5.6% | -3.9% |
| 3M | -5.7% | +20.0% | -25.7% | -8.8% |
| 6M | -4.4% | +39.3% | -43.7% | -10.4% |
| YTD | +8.0% | +19.8% | -11.7% | +3.6% |
| 1Y | +29.0% | +4.3% | +24.8% | +26.6% |
| 3Y | -27.7% | +7.7% | -35.4% | -30.5% |
| 5Y | -34.3% | -26.8% | -7.5% | -35.2% |
| All | +18.2% | +103.5% | -85.3% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling