+76.8%
UPS vs RNG
+309.1%
-232.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.2% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | -2.3% | +11.4% | -13.7% | -3.7% |
| 3M | -5.2% | +72.1% | -77.3% | -12.2% |
| 6M | +1.4% | +67.9% | -66.5% | -6.5% |
| YTD | +6.1% | +144.3% | -138.2% | -8.0% |
| 1Y | +27.0% | +117.5% | -90.5% | +11.5% |
| 3Y | -25.9% | +123.9% | -149.8% | -36.8% |
| 5Y | -34.6% | -70.1% | +35.5% | -33.1% |
| 10Y | +36.2% | +215.9% | -179.7% | +1.4% |
| All | +76.8% | +309.1% | -232.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RNG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling