+25.3%
UPS vs ROP
-24.5%
+49.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.2% |
| 7D | -3.7% | -6.1% | +2.4% | -3.5% |
| 30D | -3.7% | -3.4% | -0.4% | -3.6% |
| 3M | -6.6% | +16.7% | -23.2% | -7.5% |
| 6M | +2.6% | +8.1% | -5.5% | +2.0% |
| YTD | +4.8% | -11.7% | +16.5% | +5.0% |
| 1Y | +25.3% | -24.2% | +49.5% | +28.9% |
| All | +25.3% | -24.5% | +49.8% | +28.9% |
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