-32.7%
UPS vs RGEN
-43.1%
+10.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | -2.3% | +2.8% | -5.1% | -2.8% |
| 3M | -5.2% | +34.5% | -39.7% | -10.3% |
| 6M | +1.4% | +40.5% | -39.0% | -5.3% |
| YTD | +6.1% | +2.8% | +3.3% | +4.5% |
| 1Y | +27.0% | +39.6% | -12.6% | +17.7% |
| 3Y | -25.9% | +4.4% | -30.3% | -30.3% |
| All | -32.7% | -43.1% | +10.4% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling