+167.1%
RTX vs UPS
-34.9%
+202.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -3.1% | -2.1% | -1.0% | -2.8% |
| 30D | -10.6% | -2.3% | -8.2% | -10.2% |
| 3M | +11.6% | -5.2% | +16.9% | +12.3% |
| 6M | -4.5% | +1.4% | -5.9% | -5.3% |
| YTD | +9.6% | +6.1% | +3.5% | +7.6% |
| 1Y | +30.8% | +27.0% | +3.8% | +24.0% |
| 3Y | +152.8% | -25.9% | +178.8% | +161.9% |
| 5Y | +167.1% | -34.6% | +201.7% | +186.0% |
| All | +167.1% | -34.9% | +202.0% | +186.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling