+45.9%
UPS vs RL
+337.1%
-291.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | +3.8% | +2.6% | +1.2% | +3.1% |
| 30D | +17.4% | +2.9% | +14.4% | +16.4% |
| 3M | +8.2% | 0.0% | +8.2% | +8.0% |
| 6M | +17.9% | +17.1% | +0.8% | +12.3% |
| YTD | +18.7% | +10.1% | +8.6% | +14.5% |
| 1Y | +24.8% | +17.3% | +7.5% | +18.2% |
| 3Y | -4.5% | +249.3% | -253.9% | -34.0% |
| 5Y | -33.2% | +240.9% | -274.1% | -54.5% |
| All | +45.9% | +337.1% | -291.1% | -11.1% |
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