+36.4%
UPS vs RNG
+222.9%
-186.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.0% | -6.1% | +4.1% | -1.2% |
| 30D | -2.0% | +9.6% | -11.6% | -3.2% |
| 3M | -6.2% | +83.3% | -89.6% | -14.2% |
| 6M | +2.8% | +77.9% | -75.2% | -6.4% |
| YTD | +5.9% | +139.9% | -134.0% | -8.8% |
| 1Y | +26.2% | +121.7% | -95.4% | +9.7% |
| 3Y | -26.0% | +121.9% | -147.9% | -37.4% |
| 5Y | -34.3% | -68.4% | +34.1% | -32.8% |
| All | +36.4% | +222.9% | -186.5% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling