-5.7%
UPS vs RRC
+50.2%
-55.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +1.1% | -10.3% | +11.5% | +1.8% |
| 30D | +17.3% | +19.5% | -2.1% | +15.9% |
| 3M | +7.9% | +27.9% | -20.0% | +6.1% |
| 6M | +13.7% | +21.2% | -7.4% | +12.1% |
| YTD | +17.2% | +39.6% | -22.4% | +13.4% |
| 1Y | +23.2% | +31.3% | -8.0% | +20.0% |
| All | -5.7% | +50.2% | -55.9% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling