+45.9%
UPS vs RCL
+340.1%
-294.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +3.8% | -1.2% | +5.0% | +4.0% |
| 30D | +17.4% | +17.8% | -0.5% | +14.5% |
| 3M | +8.2% | +4.9% | +3.3% | +7.2% |
| 6M | +17.9% | +23.7% | -5.8% | +13.6% |
| YTD | +18.7% | +17.8% | +0.9% | +14.4% |
| 1Y | +24.8% | +28.9% | -4.1% | +18.6% |
| 3Y | -4.5% | +241.9% | -246.4% | -23.0% |
| 5Y | -33.2% | +295.4% | -328.6% | -49.1% |
| All | +45.9% | +340.1% | -294.2% | +13.8% |
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