+45.9%
UPS vs RRC
+73.1%
-27.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +3.8% | +6.4% | -2.6% | +3.0% |
| 30D | +17.4% | +23.9% | -6.5% | +14.1% |
| 3M | +8.2% | +30.2% | -22.0% | +4.5% |
| 6M | +17.9% | +26.3% | -8.3% | +14.2% |
| YTD | +18.7% | +48.1% | -29.4% | +12.3% |
| 1Y | +24.8% | +37.7% | -12.9% | +19.0% |
| 3Y | -4.5% | +60.3% | -64.8% | -11.9% |
| 5Y | -33.2% | +135.3% | -168.5% | -43.0% |
| All | +45.9% | +73.1% | -27.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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