+246.2%
UPS vs RCL
+839.9%
-593.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.8% | -2.7% |
| 7D | 0.0% | +6.5% | -6.5% | -1.1% |
| 30D | +17.3% | +15.9% | +1.5% | +14.2% |
| 3M | +6.6% | +2.7% | +3.9% | +5.8% |
| 6M | +12.0% | +15.2% | -3.2% | +8.4% |
| YTD | +14.4% | +19.2% | -4.9% | +9.1% |
| 1Y | +23.3% | +31.6% | -8.3% | +15.3% |
| 3Y | -9.6% | +274.2% | -283.8% | -32.1% |
| 5Y | -34.1% | +250.1% | -284.2% | -52.1% |
| 10Y | +49.5% | +388.4% | -338.9% | -11.3% |
| All | +246.2% | +839.9% | -593.7% | +33.4% |
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 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