+227.0%
UPS vs RY
+5,366.6%
-5,139.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -2.9% | +3.1% | -6.0% | -4.2% |
| 30D | -3.5% | -0.3% | -3.2% | -3.4% |
| 3M | -5.7% | +8.7% | -14.4% | -9.2% |
| 6M | -4.4% | +28.5% | -32.9% | -14.4% |
| YTD | +8.0% | +25.1% | -17.1% | -2.3% |
| 1Y | +29.0% | +46.3% | -17.3% | +8.9% |
| 3Y | -27.7% | +154.9% | -182.6% | -52.4% |
| 5Y | -34.3% | +140.3% | -174.6% | -55.6% |
| 10Y | +37.8% | +377.0% | -339.3% | -30.9% |
| All | +227.0% | +5,366.6% | -5,139.6% | -31.4% |
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