-34.6%
UPS vs RCL
+234.0%
-268.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.1% | -0.5% | -1.7% | -2.0% |
| 30D | -2.3% | -17.3% | +15.0% | +1.1% |
| 3M | -5.2% | -2.8% | -2.5% | -5.1% |
| 6M | +1.4% | -4.4% | +5.8% | +1.5% |
| YTD | +6.1% | -4.2% | +10.3% | +5.5% |
| 1Y | +27.0% | -23.4% | +50.4% | +31.0% |
| 3Y | -25.9% | +179.4% | -205.3% | -41.6% |
| 5Y | -34.6% | +238.8% | -273.3% | -52.5% |
| All | -34.6% | +234.0% | -268.6% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RCL 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling