+30.6%
UPS vs RRX
+30.0%
+0.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.6% | +8.3% | +5.3% |
| 7D | +8.2% | +7.6% | +0.6% | +6.6% |
| 30D | +22.7% | +7.5% | +15.2% | +20.6% |
| 3M | +6.4% | -21.0% | +27.5% | +11.0% |
| 6M | +22.6% | -18.1% | +40.7% | +25.5% |
| YTD | +20.7% | +24.3% | -3.6% | +13.7% |
| 1Y | +30.6% | +29.3% | +1.3% | +22.6% |
| All | +30.6% | +30.0% | +0.6% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling