+56.5%
UPS vs RACE
+658.9%
-602.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | 0.0% | +5.1% | -5.0% | -1.4% |
| 30D | +17.3% | +7.7% | +9.7% | +14.8% |
| 3M | +6.6% | +2.2% | +4.4% | +5.7% |
| 6M | +12.0% | +23.8% | -11.8% | +4.4% |
| YTD | +14.4% | +13.9% | +0.5% | +8.8% |
| 1Y | +23.3% | +3.8% | +19.5% | +20.5% |
| 3Y | -9.6% | +28.0% | -37.7% | -19.8% |
| 5Y | -34.1% | +64.9% | -99.0% | -47.1% |
| 10Y | +49.5% | +780.4% | -730.9% | -16.2% |
| All | +56.5% | +658.9% | -602.4% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling