+221.2%
UPS vs RSG
+4,352.4%
-4,131.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -2.3% | +3.3% | -5.6% | -3.3% |
| 3M | -5.2% | +8.5% | -13.7% | -7.8% |
| 6M | +1.4% | -3.5% | +4.9% | +2.0% |
| YTD | +6.1% | +5.5% | +0.6% | +3.7% |
| 1Y | +27.0% | -1.7% | +28.7% | +26.7% |
| 3Y | -25.9% | +56.9% | -82.8% | -37.0% |
| 5Y | -34.6% | +89.4% | -124.0% | -47.9% |
| 10Y | +36.2% | +412.5% | -376.4% | -19.3% |
| All | +221.2% | +4,352.4% | -4,131.2% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling