-25.9%
UPS vs RMD
+52.4%
-78.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.2% |
| 7D | -2.1% | -4.5% | +2.3% | -1.4% |
| 30D | -2.3% | +4.6% | -6.9% | -3.1% |
| 3M | -5.2% | +14.8% | -20.0% | -7.7% |
| 6M | +1.4% | -12.1% | +13.5% | +3.6% |
| YTD | +6.1% | -7.5% | +13.6% | +7.3% |
| 1Y | +27.0% | -20.1% | +47.1% | +31.6% |
| 3Y | -25.9% | +53.9% | -79.8% | -34.1% |
| All | -25.9% | +52.4% | -78.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 3y: compounded portfolio wealth divided by compounded RMD 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…
3y analysis · Full analysis span regression · 6 months rolling