+15.8%
RTX vs UPS
+24.6%
-8.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | +4.8% | +3.8% | +1.0% | +4.6% |
| 30D | +6.5% | +17.4% | -10.9% | +5.8% |
| 3M | -9.6% | +8.2% | -17.8% | -10.0% |
| 6M | +12.3% | +17.9% | -5.6% | +10.6% |
| YTD | +9.5% | +18.7% | -9.2% | +7.4% |
| 1Y | +15.8% | +24.8% | -9.0% | +14.0% |
| All | +15.8% | +24.6% | -8.8% | +14.0% |
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