+36.4%
UPS vs ROK
+357.9%
-321.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.3% |
| 7D | -2.0% | -1.2% | -0.7% | -1.5% |
| 30D | -2.0% | -4.8% | +2.8% | -0.2% |
| 3M | -6.2% | -6.1% | -0.1% | -4.6% |
| 6M | +2.8% | +15.5% | -12.7% | -3.5% |
| YTD | +5.9% | +11.2% | -5.3% | +0.7% |
| 1Y | +26.2% | +23.8% | +2.4% | +14.9% |
| 3Y | -26.0% | +53.1% | -79.1% | -39.7% |
| 5Y | -34.3% | +48.3% | -82.6% | -47.2% |
| All | +36.4% | +357.9% | -321.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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