-34.7%
UPS vs RVMD
+576.1%
-610.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.0% | -3.0% | +1.0% | -1.7% |
| 30D | -2.0% | -0.7% | -1.2% | -1.9% |
| 3M | -6.2% | +36.5% | -42.8% | -9.0% |
| 6M | +2.8% | +104.6% | -101.8% | -4.9% |
| YTD | +5.9% | +155.8% | -149.9% | -4.9% |
| 1Y | +26.2% | +340.7% | -314.4% | +6.7% |
| 3Y | -26.0% | +519.9% | -545.9% | -41.4% |
| All | -34.7% | +576.1% | -610.7% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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