+36.2%
UPS vs RACE
+793.3%
-757.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | -2.3% | -1.5% | -0.8% | -1.9% |
| 3M | -5.2% | +15.5% | -20.7% | -9.9% |
| 6M | +1.4% | +17.3% | -15.9% | -4.4% |
| YTD | +6.1% | +11.1% | -5.0% | +1.4% |
| 1Y | +27.0% | -14.3% | +41.3% | +31.3% |
| 3Y | -25.9% | +40.2% | -66.1% | -37.5% |
| 5Y | -34.6% | +92.6% | -127.1% | -51.5% |
| 10Y | +36.2% | +786.6% | -750.4% | -30.3% |
| All | +36.2% | +793.3% | -757.1% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling