+227.0%
UPS vs ROST
+12,274.2%
-12,047.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -2.9% | +0.9% | -3.8% | -3.1% |
| 30D | -3.5% | -8.9% | +5.4% | -1.4% |
| 3M | -5.7% | -0.8% | -4.9% | -5.8% |
| 6M | -4.4% | +8.5% | -12.9% | -6.6% |
| YTD | +8.0% | +28.6% | -20.6% | +1.1% |
| 1Y | +29.0% | +52.3% | -23.3% | +15.8% |
| 3Y | -27.7% | +94.8% | -122.6% | -39.3% |
| 5Y | -34.3% | +110.8% | -145.1% | -47.0% |
| 10Y | +37.8% | +304.5% | -266.7% | -7.9% |
| All | +227.0% | +12,274.2% | -12,047.2% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling