+1,143.3%
RSP vs UPS
+272.4%
+870.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.0% |
| 7D | +0.4% | +1.1% | -0.7% | -0.2% |
| 30D | +3.7% | +17.3% | -13.6% | -4.7% |
| 3M | +0.8% | +7.9% | -7.1% | -3.6% |
| 6M | +9.1% | +13.7% | -4.7% | +0.6% |
| YTD | +16.7% | +17.2% | -0.5% | +4.8% |
| 1Y | +19.7% | +23.2% | -3.6% | +4.3% |
| 3Y | +66.7% | -5.9% | +72.6% | +59.5% |
| 5Y | +48.7% | -33.1% | +81.7% | +68.7% |
| 10Y | +215.6% | +44.3% | +171.2% | +97.4% |
| All | +1,143.3% | +272.4% | +870.9% | +245.2% |
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 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