code: def roll_up_capture(returns, factor_returns, window=10, **kwargs):
      
      return roll(returns, factor_returns, window=window, function=up_capture,
                  **kwargs)
docs: Computes the up capture measure over a rolling window.
      see documentation for :func:`~empyrical.stats.up_capture`.
      (pass all args, kwargs required)
  
      Parameters
      ----------
      returns : pd.Series or np.ndarray
          Daily returns of the strategy, noncumulative.
          - See full explanation in :func:`~empyrical.stats.cum_returns`.
  
      factor_returns : pd.Series or np.ndarray
          Noncumulative returns of the factor to which beta is
          computed. Usually a benchmark such as the market.
          - This is in the same style as returns.
  
      window : int, required
          Size of the rolling window in terms of the periodicity of the data.
          - eg window = 60, periodicity=DAILY, represents a rolling 60 day window