+227.0%
UPS vs RRC
+2,011.5%
-1,784.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -2.9% | +1.3% | -4.2% | -3.0% |
| 30D | -3.5% | +10.1% | -13.6% | -4.6% |
| 3M | -5.7% | +4.0% | -9.7% | -6.3% |
| 6M | -4.4% | +1.6% | -6.0% | -4.9% |
| YTD | +8.0% | +19.7% | -11.7% | +5.3% |
| 1Y | +29.0% | +21.4% | +7.6% | +25.2% |
| 3Y | -27.7% | +29.7% | -57.4% | -31.2% |
| 5Y | -34.3% | +153.9% | -188.2% | -43.8% |
| 10Y | +37.8% | +10.8% | +27.0% | +14.3% |
| All | +227.0% | +2,011.5% | -1,784.5% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling