-33.5%
UPS vs ROK
+45.0%
-78.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | -3.7% | +0.2% | -3.8% | -3.7% |
| 30D | -3.7% | -1.8% | -1.9% | -3.2% |
| 3M | -6.6% | -7.2% | +0.6% | -4.5% |
| 6M | +2.6% | +14.2% | -11.6% | -3.3% |
| YTD | +4.8% | +10.6% | -5.8% | -0.3% |
| 1Y | +25.3% | +25.9% | -0.6% | +13.2% |
| 3Y | -26.9% | +50.8% | -77.6% | -40.2% |
| 5Y | -33.5% | +47.0% | -80.5% | -47.7% |
| All | -33.5% | +45.0% | -78.5% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling