-26.8%
UPS vs RKT
+37.5%
-64.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.5% |
| 3M | -6.6% | +1.9% | -8.4% | -7.2% |
| 6M | +2.6% | -13.9% | +16.4% | +3.5% |
| YTD | +4.8% | -30.6% | +35.4% | +8.0% |
| 1Y | +25.3% | -34.4% | +59.6% | +29.5% |
| All | -26.8% | +37.5% | -64.3% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling