-1.1%
UPS vs RKT
-9.3%
+8.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.1% | +3.2% | -1.3% |
| 7D | -0.6% | -7.5% | +6.9% | +0.3% |
| 30D | +16.4% | +26.6% | -10.1% | +13.2% |
| 3M | +7.9% | -2.4% | +10.3% | +7.9% |
| 6M | +15.8% | -7.4% | +23.2% | +15.9% |
| YTD | +16.6% | -29.2% | +45.7% | +19.3% |
| 1Y | +22.3% | -23.5% | +45.8% | +24.0% |
| 3Y | -6.2% | +73.9% | -80.1% | -15.4% |
| 5Y | -34.4% | -6.6% | -27.8% | -39.9% |
| All | -1.1% | -9.3% | +8.3% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling