+259.3%
UPS vs RMD
+7,100.7%
-6,841.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | +3.8% | +2.1% | +1.7% | +3.4% |
| 30D | +17.4% | +2.1% | +15.3% | +16.7% |
| 3M | +8.2% | +6.2% | +2.0% | +6.7% |
| 6M | +17.9% | +19.4% | -1.4% | +13.2% |
| YTD | +18.7% | +0.5% | +18.2% | +17.7% |
| 1Y | +24.8% | -3.9% | +28.8% | +24.9% |
| 3Y | -4.5% | +72.5% | -77.1% | -16.7% |
| 5Y | -33.2% | -1.5% | -31.7% | -35.6% |
| 10Y | +44.2% | +345.8% | -301.5% | +2.3% |
| All | +259.3% | +7,100.7% | -6,841.3% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling