+212.8%
RDDT vs UPS
-25.0%
+237.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +2.1% | -2.0% | +4.1% | +2.7% |
| 30D | +2.8% | -2.0% | +4.8% | +3.4% |
| 3M | -8.9% | -6.2% | -2.7% | -7.5% |
| 6M | +15.1% | +2.8% | +12.3% | +14.2% |
| YTD | -31.4% | +5.9% | -37.3% | -32.8% |
| 1Y | -39.4% | +26.2% | -65.7% | -43.4% |
| All | +212.8% | -25.0% | +237.8% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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