+30.6%
UPS vs RGEN
+19.5%
+11.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +8.2% | -3.5% | +11.7% | +8.4% |
| 30D | +22.7% | -6.0% | +28.7% | +23.0% |
| 3M | +6.4% | +19.0% | -12.5% | +5.0% |
| 6M | +22.6% | +50.7% | -28.1% | +17.7% |
| YTD | +20.7% | +8.8% | +12.0% | +20.2% |
| 1Y | +30.6% | +21.3% | +9.4% | +27.6% |
| All | +30.6% | +19.5% | +11.1% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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