+246.2%
UPS vs RY
+5,154.7%
-4,908.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.9% |
| 7D | 0.0% | -0.9% | +0.9% | +0.5% |
| 30D | +17.3% | +5.9% | +11.5% | +14.5% |
| 3M | +6.6% | -4.3% | +10.9% | +8.6% |
| 6M | +12.0% | +12.1% | -0.1% | +6.3% |
| YTD | +14.4% | +20.3% | -5.9% | +5.2% |
| 1Y | +23.3% | +41.0% | -17.7% | +5.7% |
| 3Y | -9.6% | +157.5% | -167.2% | -40.7% |
| 5Y | -34.1% | +123.2% | -157.3% | -54.1% |
| 10Y | +49.5% | +365.7% | -316.2% | -24.2% |
| All | +246.2% | +5,154.7% | -4,908.5% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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