+36.1%
UPS vs RL
+297.6%
-261.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -0.4% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -3.7% | -17.5% | +13.8% | +1.0% |
| 3M | -6.6% | -14.0% | +7.4% | -3.1% |
| 6M | +2.6% | -2.0% | +4.5% | +2.2% |
| YTD | +4.8% | -4.6% | +9.4% | +5.0% |
| 1Y | +25.3% | +9.5% | +15.8% | +20.8% |
| 3Y | -26.9% | +200.5% | -227.3% | -47.3% |
| 5Y | -33.5% | +226.3% | -259.8% | -54.0% |
| 10Y | +36.1% | +304.8% | -268.7% | -14.9% |
| All | +36.1% | +297.6% | -261.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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