-34.7%
UPS vs DTE
+30.3%
-64.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -2.0% | -2.6% | +0.6% | -1.1% |
| 30D | -2.0% | -4.4% | +2.4% | -0.4% |
| 3M | -6.2% | -8.3% | +2.1% | -3.3% |
| 6M | +2.8% | -8.1% | +10.9% | +5.7% |
| YTD | +5.9% | +4.4% | +1.5% | +3.7% |
| 1Y | +26.2% | +0.2% | +26.1% | +25.3% |
| 3Y | -26.0% | +42.6% | -68.6% | -37.0% |
| All | -34.7% | +30.3% | -64.9% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling