-34.6%
UPS vs RRC
+153.5%
-188.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | -2.3% | +9.4% | -11.7% | -3.3% |
| 3M | -5.2% | +7.4% | -12.6% | -6.1% |
| 6M | +1.4% | +1.5% | -0.1% | +0.9% |
| YTD | +6.1% | +19.4% | -13.3% | +3.3% |
| 1Y | +27.0% | +24.2% | +2.8% | +22.6% |
| 3Y | -25.9% | +32.8% | -58.7% | -30.1% |
| 5Y | -34.6% | +152.9% | -187.5% | -42.9% |
| All | -34.6% | +153.5% | -188.1% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling