+45.9%
UPS vs ROST
+300.7%
-254.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.2% | +2.5% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +17.4% | +0.5% | +16.9% | +17.1% |
| 3M | +8.2% | -5.2% | +13.4% | +9.6% |
| 6M | +17.9% | +9.8% | +8.1% | +14.2% |
| YTD | +18.7% | +29.4% | -10.7% | +9.5% |
| 1Y | +24.8% | +44.4% | -19.5% | +11.7% |
| 3Y | -4.5% | +95.0% | -99.5% | -22.3% |
| 5Y | -33.2% | +111.9% | -145.1% | -48.1% |
| All | +45.9% | +300.7% | -254.7% | -1.8% |
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