+217.2%
UPS vs RRX
+1,031.6%
-814.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.5% |
| 7D | -3.7% | -0.7% | -3.0% | -3.5% |
| 30D | -3.7% | -8.0% | +4.2% | -1.4% |
| 3M | -6.6% | -25.1% | +18.5% | +0.9% |
| 6M | +2.6% | -18.3% | +20.8% | +6.6% |
| YTD | +4.8% | +14.2% | -9.4% | -2.7% |
| 1Y | +25.3% | +13.0% | +12.2% | +15.9% |
| 3Y | -26.9% | +4.2% | -31.0% | -33.7% |
| 5Y | -33.5% | +17.9% | -51.4% | -43.1% |
| 10Y | +36.1% | +220.4% | -184.4% | -18.8% |
| All | +217.2% | +1,031.6% | -814.5% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling