-34.7%
UPS vs RSG
+89.9%
-124.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -2.0% | +4.0% | -5.9% | -3.0% |
| 3M | -6.2% | +7.4% | -13.6% | -8.2% |
| 6M | +2.8% | +0.1% | +2.7% | +2.6% |
| YTD | +5.9% | +6.0% | -0.1% | +3.5% |
| 1Y | +26.2% | -3.0% | +29.2% | +27.1% |
| 3Y | -26.0% | +56.5% | -82.5% | -40.9% |
| All | -34.7% | +89.9% | -124.5% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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