+227.0%
UPS vs ROP
+2,834.1%
-2,607.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | +0.1% |
| 7D | -2.9% | -4.4% | +1.6% | -1.3% |
| 30D | -3.5% | +3.2% | -6.7% | -4.7% |
| 3M | -5.7% | +23.1% | -28.8% | -13.0% |
| 6M | -4.4% | +13.3% | -17.7% | -9.4% |
| YTD | +8.0% | -7.9% | +15.9% | +9.5% |
| 1Y | +29.0% | -22.1% | +51.1% | +38.6% |
| 3Y | -27.7% | -16.8% | -10.9% | -24.9% |
| 5Y | -34.3% | -13.5% | -20.8% | -32.9% |
| 10Y | +37.8% | +137.7% | -99.9% | -1.4% |
| All | +227.0% | +2,834.1% | -2,607.1% | +15.9% |
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 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