+36.0%
UPS vs RCL
+344.1%
-308.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -3.4% | -2.5% | -0.9% | -3.0% |
| 30D | -2.7% | -15.7% | +12.9% | -0.2% |
| 3M | -1.6% | -3.6% | +2.0% | -1.4% |
| 6M | +2.3% | -8.7% | +11.0% | +3.2% |
| YTD | +5.6% | -6.2% | +11.7% | +5.6% |
| 1Y | +27.1% | -22.9% | +49.9% | +30.2% |
| 3Y | -26.3% | +173.6% | -199.9% | -38.4% |
| 5Y | -34.5% | +226.6% | -261.0% | -48.5% |
| All | +36.0% | +344.1% | -308.1% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling