-32.7%
UPS vs RKT
-7.0%
-25.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | -2.1% | +6.0% | -8.1% | -3.1% |
| 30D | -2.3% | +0.7% | -3.0% | -2.5% |
| 3M | -5.2% | +11.8% | -17.0% | -7.5% |
| 6M | +1.4% | -7.6% | +9.0% | +1.5% |
| YTD | +6.1% | -28.7% | +34.8% | +10.0% |
| 1Y | +27.0% | -32.6% | +59.6% | +32.1% |
| 3Y | -25.9% | +42.1% | -68.0% | -36.8% |
| All | -32.7% | -7.0% | -25.6% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling