+36.4%
UPS vs RRX
+228.4%
-192.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.9% |
| 7D | -2.0% | -0.3% | -1.6% | -1.9% |
| 30D | -2.0% | -6.1% | +4.2% | -0.1% |
| 3M | -6.2% | -23.1% | +16.8% | +0.6% |
| 6M | +2.8% | -19.5% | +22.3% | +7.3% |
| YTD | +5.9% | +16.1% | -10.2% | -3.1% |
| 1Y | +26.2% | +12.9% | +13.3% | +15.8% |
| 3Y | -26.0% | +7.9% | -33.9% | -34.5% |
| 5Y | -34.3% | +19.1% | -53.4% | -45.4% |
| All | +36.4% | +228.4% | -192.0% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling