-34.5%
UPS vs ROIV
+378.2%
-412.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.6% | -2.9% |
| 7D | 0.0% | +5.3% | -5.3% | -0.3% |
| 30D | +17.3% | +11.9% | +5.5% | +16.5% |
| 3M | +6.6% | +10.7% | -4.1% | +5.7% |
| 6M | +12.0% | +34.9% | -22.9% | +9.5% |
| YTD | +14.4% | +79.2% | -64.8% | +9.5% |
| 1Y | +23.3% | +89.0% | -65.7% | +17.6% |
| 3Y | -9.6% | +337.3% | -347.0% | -18.6% |
| All | -34.5% | +378.2% | -412.7% | -44.8% |
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 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