-33.7%
UPS vs RACE
+93.6%
-127.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | -2.9% | -2.5% | -0.4% | -2.1% |
| 30D | -3.5% | +0.8% | -4.3% | -3.8% |
| 3M | -5.7% | +17.2% | -22.9% | -10.7% |
| 6M | -4.4% | +13.6% | -18.0% | -8.8% |
| YTD | +8.0% | +12.2% | -4.2% | +3.0% |
| 1Y | +29.0% | -16.3% | +45.3% | +34.5% |
| 3Y | -27.7% | +36.4% | -64.2% | -40.1% |
| All | -33.7% | +93.6% | -127.3% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling