+227.0%
UPS vs RGEN
+3,963.0%
-3,736.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -2.9% | -4.9% | +2.0% | -2.5% |
| 30D | -3.5% | +5.7% | -9.2% | -3.9% |
| 3M | -5.7% | +32.4% | -38.2% | -7.9% |
| 6M | -4.4% | +33.2% | -37.6% | -6.8% |
| YTD | +8.0% | +2.3% | +5.7% | +7.3% |
| 1Y | +29.0% | +39.0% | -10.0% | +25.0% |
| 3Y | -27.7% | -4.6% | -23.1% | -29.1% |
| 5Y | -34.3% | -42.7% | +8.3% | -34.3% |
| 10Y | +37.8% | +433.6% | -395.8% | +19.7% |
| All | +227.0% | +3,963.0% | -3,736.0% | +133.3% |
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