+217.2%
UPS vs DTE
+1,354.4%
-1,137.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -3.7% | -0.5% | -3.2% | -3.6% |
| 3M | -6.6% | -6.0% | -0.5% | -4.4% |
| 6M | +2.6% | -7.2% | +9.8% | +5.2% |
| YTD | +4.8% | +7.2% | -2.4% | +1.7% |
| 1Y | +25.3% | +4.1% | +21.2% | +22.7% |
| 3Y | -26.9% | +46.9% | -73.7% | -37.6% |
| 5Y | -33.5% | +32.9% | -66.4% | -41.6% |
| 10Y | +36.1% | +144.5% | -108.4% | -8.9% |
| All | +217.2% | +1,354.4% | -1,137.2% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling