+45.9%
UPS vs RGEN
+415.2%
-369.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.7% |
| 7D | +3.8% | -3.3% | +7.1% | +4.4% |
| 30D | +17.4% | -5.8% | +23.2% | +18.3% |
| 3M | +8.2% | +0.2% | +8.0% | +7.5% |
| 6M | +17.9% | +56.8% | -38.8% | +7.8% |
| YTD | +18.7% | +2.4% | +16.3% | +16.2% |
| 1Y | +24.8% | +11.4% | +13.4% | +20.2% |
| 3Y | -4.5% | +15.2% | -19.7% | -12.1% |
| 5Y | -33.2% | -35.1% | +1.9% | -34.9% |
| All | +45.9% | +415.2% | -369.2% | -0.1% |
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