+252.9%
UPS vs RIO
+2,034.3%
-1,781.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +16.4% | -10.5% | +27.0% | +19.4% |
| 3M | +7.9% | -15.9% | +23.8% | +12.1% |
| 6M | +15.8% | -22.3% | +38.1% | +22.2% |
| YTD | +16.6% | +9.3% | +7.2% | +13.4% |
| 1Y | +22.3% | +23.0% | -0.7% | +15.9% |
| 3Y | -6.2% | +52.1% | -58.3% | -15.8% |
| 5Y | -34.4% | +88.9% | -123.3% | -44.7% |
| 10Y | +41.7% | +354.1% | -312.5% | -4.5% |
| All | +252.9% | +2,034.3% | -1,781.4% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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