-20.8%
UPS vs ROIV
+232.7%
-253.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | -3.5% | +1.0% | -4.5% | -3.6% |
| 3M | -5.7% | +18.3% | -24.0% | -6.9% |
| 6M | -4.4% | +18.3% | -22.7% | -5.8% |
| YTD | +8.0% | +61.0% | -52.9% | +3.9% |
| 1Y | +29.0% | +177.9% | -148.8% | +19.0% |
| 3Y | -27.7% | +199.1% | -226.8% | -34.3% |
| 5Y | -34.3% | +250.7% | -285.0% | -42.9% |
| All | -20.8% | +232.7% | -253.5% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling