+246.2%
UPS vs RL
+2,836.0%
-2,589.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | 0.0% | -4.2% | +4.2% | +1.1% |
| 30D | +17.3% | +4.3% | +13.1% | +16.2% |
| 3M | +6.6% | -4.6% | +11.2% | +7.6% |
| 6M | +12.0% | +1.7% | +10.3% | +10.7% |
| YTD | +14.4% | +7.3% | +7.0% | +11.3% |
| 1Y | +23.3% | +20.8% | +2.5% | +16.5% |
| 3Y | -9.6% | +247.0% | -256.6% | -35.1% |
| 5Y | -34.1% | +225.5% | -259.6% | -52.8% |
| 10Y | +49.5% | +363.0% | -313.5% | -7.9% |
| All | +246.2% | +2,836.0% | -2,589.8% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling