-5.9%
UPS vs RBA
+48.1%
-54.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +2.0% |
| 7D | +1.1% | +2.5% | -1.4% | +0.7% |
| 30D | +17.3% | +11.6% | +5.8% | +15.0% |
| 3M | +7.9% | +1.5% | +6.4% | +7.3% |
| 6M | +13.7% | -6.6% | +20.4% | +14.3% |
| YTD | +17.2% | -6.3% | +23.4% | +17.3% |
| 1Y | +23.2% | -4.0% | +27.2% | +22.8% |
| 3Y | -5.9% | +47.3% | -53.1% | -9.5% |
| All | -5.9% | +48.1% | -54.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling