+27.0%
UPS vs RVMD
+634.9%
-607.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | -2.3% | +1.1% | -3.4% | -2.4% |
| 3M | -5.2% | +39.6% | -44.8% | -7.8% |
| 6M | +1.4% | +110.7% | -109.3% | -5.4% |
| YTD | +6.1% | +160.3% | -154.2% | -3.3% |
| 1Y | +27.0% | +404.9% | -377.9% | +8.9% |
| 3Y | -25.9% | +545.5% | -571.4% | -39.1% |
| 5Y | -34.6% | +584.7% | -619.3% | -48.5% |
| All | +27.0% | +634.9% | -607.9% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling