-14.1%
UPS vs ROIV
+287.3%
-301.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.1% | +2.1% |
| 7D | +1.1% | +13.3% | -12.2% | +0.2% |
| 30D | +17.3% | +14.8% | +2.6% | +16.1% |
| 3M | +7.9% | +11.9% | -4.0% | +6.8% |
| 6M | +13.7% | +42.4% | -28.7% | +10.5% |
| YTD | +17.2% | +87.4% | -70.2% | +11.3% |
| 1Y | +23.2% | +97.2% | -74.0% | +16.5% |
| 3Y | -5.9% | +375.7% | -381.5% | -16.7% |
| 5Y | -33.1% | +379.0% | -412.1% | -43.4% |
| All | -14.1% | +287.3% | -301.5% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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