+221.2%
UPS vs ROK
+4,202.6%
-3,981.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -2.1% | +2.8% | -4.9% | -3.0% |
| 30D | -2.3% | -2.4% | +0.1% | -1.6% |
| 3M | -5.2% | -4.7% | -0.5% | -4.1% |
| 6M | +1.4% | +16.8% | -15.3% | -4.4% |
| YTD | +6.1% | +11.4% | -5.3% | +1.4% |
| 1Y | +27.0% | +26.2% | +0.8% | +16.1% |
| 3Y | -25.9% | +51.9% | -77.8% | -38.0% |
| 5Y | -34.6% | +46.4% | -81.0% | -45.6% |
| 10Y | +36.2% | +343.5% | -307.4% | -24.7% |
| All | +221.2% | +4,202.6% | -3,981.4% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling