+14.7%
RTX vs UPS
+29.9%
-15.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.4% | -2.8% |
| 7D | +1.3% | +8.2% | -6.9% | +1.1% |
| 30D | +7.6% | +22.7% | -15.1% | +6.8% |
| 3M | -8.6% | +6.4% | -15.1% | -8.9% |
| 6M | +15.6% | +22.6% | -7.0% | +13.7% |
| YTD | +9.4% | +20.7% | -11.3% | +7.4% |
| 1Y | +14.7% | +30.6% | -16.0% | +12.9% |
| All | +14.7% | +29.9% | -15.3% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling