-4.5%
UPS vs ROK
+63.3%
-67.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.0% |
| 7D | +3.8% | +7.1% | -3.3% | +1.6% |
| 30D | +17.4% | -5.0% | +22.3% | +18.7% |
| 3M | +8.2% | -9.4% | +17.6% | +10.9% |
| 6M | +17.9% | -11.0% | +28.9% | +20.9% |
| YTD | +18.7% | +4.4% | +14.3% | +14.8% |
| 1Y | +24.8% | +7.4% | +17.4% | +19.5% |
| 3Y | -4.5% | +61.0% | -65.5% | -24.7% |
| All | -4.5% | +63.3% | -67.8% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling