+36.0%
UPS vs ROST
+308.3%
-272.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -3.4% | -2.5% | -0.9% | -2.7% |
| 30D | -2.7% | -10.3% | +7.5% | +0.1% |
| 3M | -1.6% | -2.6% | +0.9% | -1.3% |
| 6M | +2.3% | +6.5% | -4.2% | 0.0% |
| YTD | +5.6% | +25.9% | -20.4% | -1.8% |
| 1Y | +27.1% | +52.3% | -25.3% | +11.9% |
| 3Y | -26.3% | +94.6% | -120.9% | -40.0% |
| 5Y | -34.5% | +111.1% | -145.6% | -49.1% |
| All | +36.0% | +308.3% | -272.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling