-10.4%
UPS vs RKT
-12.8%
+2.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +1.0% |
| 7D | -3.4% | -7.2% | +3.8% | -2.6% |
| 30D | -2.7% | -7.9% | +5.1% | -1.9% |
| 3M | -1.6% | +5.2% | -6.8% | -2.6% |
| 6M | +2.3% | -14.9% | +17.2% | +3.4% |
| YTD | +5.6% | -31.9% | +37.4% | +8.8% |
| 1Y | +27.1% | -36.9% | +63.9% | +31.5% |
| 3Y | -26.3% | +35.7% | -62.0% | -31.8% |
| 5Y | -34.5% | -9.7% | -24.8% | -39.6% |
| All | -10.4% | -12.8% | +2.4% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RKT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling