-26.8%
UPS vs RNG
+122.1%
-148.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -3.7% | -4.1% | +0.4% | -3.2% |
| 30D | -3.7% | +8.6% | -12.4% | -4.8% |
| 3M | -6.6% | +78.0% | -84.5% | -13.7% |
| 6M | +2.6% | +67.0% | -64.5% | -5.3% |
| YTD | +4.8% | +142.4% | -137.7% | -10.2% |
| 1Y | +25.3% | +120.4% | -95.2% | +8.9% |
| All | -26.8% | +122.1% | -148.8% | -40.5% |
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