+1,127.7%
RSP vs UPS
+243.3%
+884.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -0.8% | -2.9% | +2.1% | +0.8% |
| 30D | -0.3% | -3.5% | +3.2% | +1.4% |
| 3M | +4.3% | -5.7% | +10.0% | +6.7% |
| 6M | +8.8% | -4.4% | +13.2% | +9.6% |
| YTD | +15.3% | +8.0% | +7.2% | +8.4% |
| 1Y | +18.3% | +29.0% | -10.8% | +0.3% |
| 3Y | +52.8% | -27.7% | +80.5% | +70.1% |
| 5Y | +51.7% | -34.3% | +86.1% | +72.8% |
| 10Y | +208.5% | +37.8% | +170.7% | +97.1% |
| All | +1,127.7% | +243.3% | +884.5% | +257.1% |
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