+45.9%
UPS vs ROL
+221.5%
-175.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.7% | +1.1% |
| 7D | +3.8% | +3.0% | +0.8% | +2.9% |
| 30D | +17.4% | +19.8% | -2.4% | +11.1% |
| 3M | +8.2% | +7.9% | +0.3% | +5.5% |
| 6M | +17.9% | -25.6% | +43.6% | +27.9% |
| YTD | +18.7% | -34.1% | +52.8% | +33.3% |
| 1Y | +24.8% | -31.4% | +56.2% | +38.2% |
| 3Y | -4.5% | +4.7% | -9.2% | -10.3% |
| 5Y | -33.2% | +15.6% | -48.8% | -40.9% |
| All | +45.9% | +221.5% | -175.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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