+0.5%
RGTI vs UPS
+27.3%
-26.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -2.5% | -2.9% | +0.4% | -1.6% |
| 30D | -9.4% | -3.5% | -5.9% | -8.5% |
| 3M | -37.1% | -5.7% | -31.4% | -36.3% |
| 6M | -14.4% | -4.4% | -10.0% | -17.6% |
| YTD | -31.4% | +8.0% | -39.4% | -29.6% |
| 1Y | +0.5% | +29.0% | -28.5% | +14.5% |
| All | +0.5% | +27.3% | -26.8% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling