-21.0%
UPS vs RBRK
+124.5%
-145.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +0.4% |
| 7D | -2.0% | -7.5% | +5.5% | -1.8% |
| 30D | -2.0% | -10.4% | +8.5% | -1.7% |
| 3M | -6.2% | +21.3% | -27.5% | -6.8% |
| 6M | +2.8% | +50.6% | -47.9% | +1.5% |
| YTD | +5.9% | +13.3% | -7.4% | +5.4% |
| 1Y | +26.2% | +11.2% | +15.0% | +25.5% |
| All | -21.0% | +124.5% | -145.5% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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