+36.1%
UPS vs ROL
+205.3%
-169.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -3.7% | -3.3% | -0.4% | -2.7% |
| 30D | -3.7% | -7.2% | +3.5% | -1.6% |
| 3M | -6.6% | -27.0% | +20.4% | +2.2% |
| 6M | +2.6% | -39.5% | +42.1% | +18.6% |
| YTD | +4.8% | -41.8% | +46.6% | +22.3% |
| 1Y | +25.3% | -38.9% | +64.1% | +43.4% |
| 3Y | -26.9% | -0.4% | -26.5% | -30.6% |
| 5Y | -33.5% | -4.2% | -29.3% | -37.5% |
| 10Y | +36.1% | +208.2% | -172.1% | -15.7% |
| All | +36.1% | +205.3% | -169.2% | -15.7% |
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