-8.3%
UPS vs RKT
-7.0%
-1.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.0% |
| 7D | -2.9% | +2.1% | -5.0% | -3.1% |
| 30D | -3.5% | +1.4% | -5.0% | -3.7% |
| 3M | -5.7% | +6.3% | -12.0% | -6.8% |
| 6M | -4.4% | -15.5% | +11.1% | -3.4% |
| YTD | +8.0% | -27.4% | +35.4% | +10.5% |
| 1Y | +29.0% | -26.6% | +55.6% | +31.3% |
| 3Y | -27.7% | +41.2% | -68.9% | -33.4% |
| 5Y | -34.3% | -6.4% | -27.9% | -39.8% |
| All | -8.3% | -7.0% | -1.3% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling