+252.9%
UPS vs RGEN
+3,936.8%
-3,684.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.6% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | +16.4% | -5.1% | +21.5% | +16.8% |
| 3M | +7.9% | +0.5% | +7.4% | +7.6% |
| 6M | +15.8% | +46.6% | -30.7% | +12.1% |
| YTD | +16.6% | +1.6% | +14.9% | +15.6% |
| 1Y | +22.3% | +5.4% | +16.9% | +20.9% |
| 3Y | -6.2% | +12.8% | -19.1% | -9.0% |
| 5Y | -34.4% | -35.6% | +1.2% | -34.9% |
| 10Y | +41.7% | +415.7% | -374.0% | +23.1% |
| All | +252.9% | +3,936.8% | -3,684.0% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling