-32.7%
UPS vs ROIV
+380.3%
-413.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +3.8% | +1.7% | +2.1% | +3.7% |
| 30D | +17.4% | +17.6% | -0.2% | +16.1% |
| 3M | +8.2% | +9.0% | -0.8% | +7.4% |
| 6M | +17.9% | +35.3% | -17.3% | +15.2% |
| YTD | +18.7% | +82.2% | -63.5% | +13.4% |
| 1Y | +24.8% | +92.3% | -67.5% | +18.8% |
| 3Y | -4.5% | +336.8% | -341.3% | -14.2% |
| All | -32.7% | +380.3% | -413.0% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling