+24.5%
UPS vs ROP
+6.7%
+17.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | +17.4% | +30.3% | -12.9% | +14.4% |
| 3M | +7.7% | +17.8% | -10.0% | +5.7% |
| 6M | +13.8% | +38.9% | -25.1% | +10.2% |
| YTD | +17.3% | +7.6% | +9.7% | +18.1% |
| All | +24.5% | +6.7% | +17.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling