-11.1%
UPS vs RKT
-11.2%
+0.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.9% |
| 7D | -3.7% | -1.0% | -2.7% | -3.6% |
| 30D | -3.7% | -2.4% | -1.3% | -3.6% |
| 3M | -6.6% | +1.9% | -8.4% | -7.1% |
| 6M | +2.6% | -13.9% | +16.4% | +3.5% |
| YTD | +4.8% | -30.6% | +35.4% | +7.7% |
| 1Y | +25.3% | -34.4% | +59.6% | +29.1% |
| 3Y | -26.9% | +38.2% | -65.0% | -32.4% |
| 5Y | -33.5% | -9.7% | -23.8% | -38.8% |
| All | -11.1% | -11.2% | +0.1% | -21.6% |
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