-33.5%
UPS vs ROST
+108.0%
-141.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | -3.7% | -2.2% | -1.5% | -3.1% |
| 30D | -3.7% | -11.4% | +7.7% | -0.6% |
| 3M | -6.6% | -1.6% | -4.9% | -6.5% |
| 6M | +2.6% | +6.8% | -4.3% | 0.0% |
| YTD | +4.8% | +25.8% | -21.0% | -2.8% |
| 1Y | +25.3% | +52.4% | -27.1% | +9.8% |
| 3Y | -26.9% | +94.4% | -121.2% | -41.0% |
| 5Y | -33.5% | +108.2% | -141.7% | -49.6% |
| All | -33.5% | +108.0% | -141.5% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling