+215.7%
RSP vs UPS
+45.7%
+170.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -0.3% | -1.6% | +1.3% | +0.3% |
| 30D | +4.4% | +17.9% | -13.5% | -1.9% |
| 3M | +1.3% | +9.4% | -8.1% | -2.3% |
| 6M | +10.0% | +16.2% | -6.2% | +3.1% |
| YTD | +17.6% | +18.8% | -1.1% | +8.6% |
| 1Y | +19.2% | +26.1% | -6.9% | +7.4% |
| 3Y | +66.0% | -4.5% | +70.5% | +60.8% |
| 5Y | +50.4% | -33.2% | +83.6% | +67.0% |
| 10Y | +215.7% | +44.3% | +171.4% | +124.2% |
| All | +215.7% | +45.7% | +170.0% | +124.2% |
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 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