+252.9%
UPS vs ROP
+3,351.3%
-3,098.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | -0.6% | -2.7% | +2.1% | +0.3% |
| 30D | +16.4% | +29.7% | -13.3% | +6.1% |
| 3M | +7.9% | +21.2% | -13.3% | +0.6% |
| 6M | +15.8% | +48.3% | -32.4% | -0.3% |
| YTD | +16.6% | +8.4% | +8.2% | +11.4% |
| 1Y | +22.3% | +6.0% | +16.3% | +17.8% |
| 3Y | -6.2% | -5.6% | -0.6% | -6.9% |
| 5Y | -34.4% | +1.3% | -35.7% | -36.7% |
| 10Y | +41.7% | +184.1% | -142.5% | -4.9% |
| All | +252.9% | +3,351.3% | -3,098.4% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling