+227.0%
UPS vs RIO
+2,546.6%
-2,319.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -3.5% | +4.0% | -7.5% | -4.4% |
| 3M | -5.7% | +0.1% | -5.8% | -5.9% |
| 6M | -4.4% | +12.7% | -17.1% | -7.3% |
| YTD | +8.0% | +35.6% | -27.5% | +0.2% |
| 1Y | +29.0% | +73.7% | -44.7% | +13.0% |
| 3Y | -27.7% | +93.3% | -121.0% | -38.6% |
| 5Y | -34.3% | +92.4% | -126.8% | -45.0% |
| 10Y | +37.8% | +606.9% | -569.2% | -15.7% |
| All | +227.0% | +2,546.6% | -2,319.6% | +8.0% |
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