-4.5%
UPS vs RNG
+179.0%
-183.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +3.8% | +4.6% | -0.8% | +3.3% |
| 30D | +17.4% | +0.4% | +16.9% | +17.1% |
| 3M | +8.2% | +11.4% | -3.2% | +6.5% |
| 6M | +17.9% | +95.7% | -77.7% | +7.7% |
| YTD | +18.7% | +162.9% | -144.2% | +1.2% |
| 1Y | +24.8% | +180.3% | -155.4% | +5.0% |
| 3Y | -4.5% | +188.3% | -192.9% | -23.6% |
| All | -4.5% | +179.0% | -183.6% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling