+53.1%
RGTI vs UPS
-28.1%
+81.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -0.1% | -3.4% | +3.3% | +1.6% |
| 30D | -16.2% | -2.7% | -13.5% | -15.1% |
| 3M | -22.0% | -1.6% | -20.4% | -21.9% |
| 6M | -10.8% | +2.3% | -13.1% | -12.4% |
| YTD | -31.6% | +5.6% | -37.1% | -34.2% |
| 1Y | -6.4% | +27.1% | -33.4% | -19.6% |
| 3Y | +665.7% | -26.3% | +692.0% | +741.3% |
| 5Y | +55.6% | -34.5% | +90.1% | +78.7% |
| All | +53.1% | -28.1% | +81.2% | +75.1% |
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 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