+36.1%
UPS vs RVTY
+134.6%
-98.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.4% |
| 7D | -3.7% | -5.4% | +1.7% | -1.8% |
| 30D | -3.7% | +6.7% | -10.5% | -6.0% |
| 3M | -6.6% | +19.0% | -25.6% | -12.3% |
| 6M | +2.6% | +34.6% | -32.1% | -8.5% |
| YTD | +4.8% | +28.3% | -23.5% | -5.5% |
| 1Y | +25.3% | +46.0% | -20.8% | +7.3% |
| 3Y | -26.9% | +16.9% | -43.7% | -34.4% |
| 5Y | -33.5% | -32.9% | -0.6% | -28.3% |
| 10Y | +36.1% | +141.6% | -105.5% | -7.4% |
| All | +36.1% | +134.6% | -98.5% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling