-33.5%
UPS vs RPRX
+77.0%
-110.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.7% | -4.0% | +0.3% | -2.6% |
| 30D | -3.7% | +4.9% | -8.7% | -5.2% |
| 3M | -6.6% | +9.4% | -15.9% | -9.2% |
| 6M | +2.6% | +33.3% | -30.7% | -6.1% |
| YTD | +4.8% | +59.0% | -54.2% | -8.8% |
| 1Y | +25.3% | +69.2% | -43.9% | +6.6% |
| 3Y | -26.9% | +124.1% | -150.9% | -43.7% |
| 5Y | -33.5% | +77.9% | -111.4% | -44.4% |
| All | -33.5% | +77.0% | -110.5% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 5y: compounded portfolio wealth divided by compounded RPRX 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…
5y analysis · Full analysis span regression · 6 months rolling