+227.0%
UPS vs RMD
+6,745.6%
-6,518.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.9% | -5.0% | +2.1% | -1.9% |
| 30D | -3.5% | +2.2% | -5.7% | -4.0% |
| 3M | -5.7% | +17.8% | -23.6% | -9.1% |
| 6M | -4.4% | -11.3% | +7.0% | -2.5% |
| YTD | +8.0% | -4.4% | +12.4% | +8.3% |
| 1Y | +29.0% | -15.7% | +44.8% | +32.6% |
| 3Y | -27.7% | +47.7% | -75.5% | -35.0% |
| 5Y | -34.3% | -19.2% | -15.1% | -34.2% |
| 10Y | +37.8% | +280.4% | -242.6% | +0.7% |
| All | +227.0% | +6,745.6% | -6,518.6% | +49.9% |
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