+246.2%
UPS vs ROL
+5,595.3%
-5,349.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.9% |
| 7D | 0.0% | +9.5% | -9.4% | -2.5% |
| 30D | +17.3% | +22.9% | -5.6% | +10.6% |
| 3M | +6.6% | +3.5% | +3.1% | +5.3% |
| 6M | +12.0% | -29.4% | +41.4% | +22.6% |
| YTD | +14.4% | -36.1% | +50.4% | +28.5% |
| 1Y | +23.3% | -34.4% | +57.7% | +37.4% |
| 3Y | -9.6% | +4.0% | -13.6% | -13.3% |
| 5Y | -34.1% | +13.2% | -47.3% | -39.2% |
| 10Y | +49.5% | +219.7% | -170.2% | +0.3% |
| All | +246.2% | +5,595.3% | -5,349.1% | +21.3% |
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 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