+227.0%
UPS vs RCL
+657.4%
-430.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -5.7% | -9.6% | +3.9% | -4.3% |
| 6M | -4.4% | -6.7% | +2.3% | -3.8% |
| YTD | +8.0% | -3.9% | +11.9% | +7.5% |
| 1Y | +29.0% | -25.1% | +54.1% | +33.7% |
| 3Y | -27.7% | +179.1% | -206.8% | -42.6% |
| 5Y | -34.3% | +243.3% | -277.7% | -52.1% |
| 10Y | +37.8% | +325.8% | -288.0% | -16.3% |
| All | +227.0% | +657.4% | -430.4% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling