+227.0%
UPS vs RL
+2,630.5%
-2,403.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.7% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | -3.5% | -7.8% | +4.3% | -1.8% |
| 3M | -5.7% | -4.0% | -1.7% | -5.1% |
| 6M | -4.4% | -1.9% | -2.5% | -4.7% |
| YTD | +8.0% | -0.2% | +8.2% | +7.1% |
| 1Y | +29.0% | +10.7% | +18.4% | +24.5% |
| 3Y | -27.7% | +210.8% | -238.5% | -46.7% |
| 5Y | -34.3% | +238.2% | -272.6% | -53.4% |
| 10Y | +37.8% | +313.4% | -275.6% | -12.8% |
| All | +227.0% | +2,630.5% | -2,403.5% | +37.8% |
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