+138.6%
NOK vs UPS
+37.9%
+100.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +11.0% | -2.0% | +12.9% | +11.7% |
| 30D | +7.8% | -2.0% | +9.8% | +8.6% |
| 3M | -21.0% | -6.2% | -14.8% | -19.4% |
| 6M | +40.9% | +2.8% | +38.1% | +38.8% |
| YTD | +72.0% | +5.9% | +66.1% | +67.1% |
| 1Y | +140.9% | +26.2% | +114.7% | +119.8% |
| 3Y | +194.3% | -26.0% | +220.3% | +216.3% |
| 5Y | +112.5% | -34.3% | +146.8% | +136.3% |
| All | +138.6% | +37.9% | +100.7% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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