+221.2%
UPS vs DVA
+7,902.7%
-7,681.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.4% |
| 7D | -2.1% | +2.2% | -4.3% | -2.5% |
| 30D | -2.3% | -2.0% | -0.3% | -2.0% |
| 3M | -5.2% | -6.3% | +1.0% | -4.6% |
| 6M | +1.4% | +19.4% | -18.0% | -2.2% |
| YTD | +6.1% | +58.5% | -52.4% | -2.4% |
| 1Y | +27.0% | +33.9% | -6.9% | +19.8% |
| 3Y | -25.9% | +88.4% | -114.4% | -34.7% |
| 5Y | -34.6% | +39.5% | -74.1% | -40.9% |
| 10Y | +36.2% | +179.5% | -143.3% | +8.6% |
| All | +221.2% | +7,902.7% | -7,681.5% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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