+36.4%
UPS vs RGEN
+415.7%
-379.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -2.0% | -1.4% | -0.5% | -1.7% |
| 30D | -2.0% | -0.3% | -1.6% | -2.0% |
| 3M | -6.2% | +23.9% | -30.1% | -10.2% |
| 6M | +2.8% | +38.5% | -35.8% | -3.9% |
| YTD | +5.9% | +0.8% | +5.1% | +4.4% |
| 1Y | +26.2% | +38.2% | -12.0% | +17.0% |
| 3Y | -26.0% | +1.3% | -27.3% | -30.2% |
| 5Y | -34.3% | -44.0% | +9.7% | -34.2% |
| All | +36.4% | +415.7% | -379.3% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling