+227.0%
UPS vs ROL
+5,281.6%
-5,054.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -2.9% | -1.4% | -1.5% | -2.5% |
| 30D | -3.5% | -4.1% | +0.6% | -2.4% |
| 3M | -5.7% | -22.5% | +16.8% | +0.9% |
| 6M | -4.4% | -37.7% | +33.3% | +8.6% |
| YTD | +8.0% | -39.6% | +47.6% | +23.5% |
| 1Y | +29.0% | -36.0% | +65.1% | +44.6% |
| 3Y | -27.7% | -5.1% | -22.6% | -28.9% |
| 5Y | -34.3% | -3.4% | -31.0% | -36.6% |
| 10Y | +37.8% | +215.2% | -177.5% | -7.1% |
| All | +227.0% | +5,281.6% | -5,054.6% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling