-24.6%
UPS vs ROP
-16.1%
-8.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.6% |
| 7D | -2.9% | -4.4% | +1.6% | -2.1% |
| 30D | -3.5% | +3.2% | -6.7% | -4.0% |
| 3M | -5.7% | +23.1% | -28.8% | -9.7% |
| 6M | -4.4% | +13.3% | -17.7% | -6.9% |
| YTD | +8.0% | -7.9% | +15.9% | +10.7% |
| 1Y | +29.0% | -22.1% | +51.1% | +39.2% |
| All | -24.6% | -16.1% | -8.5% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling