+25.3%
UPS vs RCL
-24.5%
+49.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | -3.7% | -2.2% | -1.5% | -3.4% |
| 30D | -3.7% | -15.7% | +11.9% | -1.4% |
| 3M | -6.6% | -8.0% | +1.4% | -5.9% |
| 6M | +2.6% | -10.1% | +12.7% | +3.0% |
| YTD | +4.8% | -5.9% | +10.7% | +5.0% |
| 1Y | +25.3% | -23.5% | +48.8% | +19.2% |
| All | +25.3% | -24.5% | +49.8% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling