+29.0%
UPS vs DTE
+3.0%
+26.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | -3.5% | -2.6% | -0.9% | -3.1% |
| 3M | -5.7% | -3.9% | -1.8% | -4.6% |
| 6M | -4.4% | -7.9% | +3.5% | -2.7% |
| YTD | +8.0% | +7.2% | +0.8% | +9.9% |
| 1Y | +29.0% | +3.1% | +26.0% | +28.2% |
| All | +29.0% | +3.0% | +26.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling