+22.3%
UPS vs RGEN
+9.1%
+13.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.7% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | +16.4% | -5.1% | +21.5% | +16.7% |
| 3M | +7.9% | +0.5% | +7.4% | +7.5% |
| 6M | +15.8% | +46.6% | -30.7% | +11.0% |
| YTD | +16.6% | +1.6% | +14.9% | +17.0% |
| 1Y | +22.3% | +5.4% | +16.9% | +21.8% |
| All | +22.3% | +9.1% | +13.2% | +21.8% |
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