+1,981.1%
RTX vs UPS
+243.4%
+1,737.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | -5.2% | -2.9% | -2.3% | -3.9% |
| 30D | -9.4% | -3.5% | -5.9% | -8.0% |
| 3M | +12.3% | -5.7% | +18.0% | +14.4% |
| 6M | -3.1% | -4.4% | +1.2% | -2.7% |
| YTD | +10.7% | +8.0% | +2.6% | +4.6% |
| 1Y | +28.4% | +29.0% | -0.6% | +10.9% |
| 3Y | +147.1% | -27.7% | +174.8% | +167.3% |
| 5Y | +167.2% | -34.3% | +201.6% | +192.5% |
| 10Y | +274.7% | +37.8% | +236.9% | +153.1% |
| All | +1,981.1% | +243.4% | +1,737.8% | +709.7% |
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