-25.1%
UPS vs RCL
+178.0%
-203.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -2.9% | -5.1% | +2.2% | -2.0% |
| 30D | -3.5% | -19.0% | +15.5% | +0.1% |
| 3M | -5.7% | -9.6% | +3.9% | -4.4% |
| 6M | -4.4% | -6.7% | +2.3% | -4.0% |
| YTD | +8.0% | -3.9% | +11.9% | +7.3% |
| 1Y | +29.0% | -25.1% | +54.1% | +33.5% |
| All | -25.1% | +178.0% | -203.2% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling