-33.5%
UPS vs RMD
-22.9%
-10.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -3.7% | -4.7% | +1.1% | -2.6% |
| 30D | -3.7% | +0.2% | -4.0% | -3.8% |
| 3M | -6.6% | +12.0% | -18.6% | -9.2% |
| 6M | +2.6% | -12.5% | +15.1% | +5.4% |
| YTD | +4.8% | -7.9% | +12.7% | +6.2% |
| 1Y | +25.3% | -20.4% | +45.7% | +31.3% |
| 3Y | -26.9% | +53.1% | -80.0% | -37.2% |
| 5Y | -33.5% | -22.1% | -11.4% | -35.6% |
| All | -33.5% | -22.9% | -10.6% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling