+27.0%
UPS vs ROIV
+221.6%
-194.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.5% | -2.2% |
| 7D | -2.1% | +20.2% | -22.3% | -2.7% |
| 30D | -2.3% | +14.1% | -16.5% | -2.6% |
| 3M | -5.2% | +45.6% | -50.8% | -6.5% |
| 6M | +1.4% | +44.1% | -42.7% | -0.2% |
| YTD | +6.1% | +91.2% | -85.0% | +5.1% |
| 1Y | +27.0% | +221.3% | -194.3% | +26.8% |
| All | +27.0% | +221.6% | -194.6% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling