+54.2%
RGTI vs UPS
-27.8%
+82.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.5% | -2.0% | +2.4% | +1.5% |
| 30D | -17.1% | -2.0% | -15.1% | -16.3% |
| 3M | -26.0% | -6.2% | -19.7% | -24.0% |
| 6M | -9.9% | +2.8% | -12.6% | -11.7% |
| YTD | -31.1% | +5.9% | -37.0% | -33.8% |
| 1Y | -8.5% | +26.2% | -34.8% | -21.2% |
| 3Y | +652.2% | -26.0% | +678.2% | +725.0% |
| 5Y | +56.8% | -34.3% | +91.0% | +79.7% |
| All | +54.2% | -27.8% | +82.1% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling