+140.9%
NOK vs UPS
+29.6%
+111.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.6% |
| 7D | +11.0% | -2.0% | +12.9% | +12.0% |
| 30D | +7.8% | -2.0% | +9.8% | +8.8% |
| 3M | -21.0% | -6.2% | -14.8% | -19.0% |
| 6M | +40.9% | +2.8% | +38.1% | +36.4% |
| YTD | +72.0% | +5.9% | +66.1% | +58.4% |
| 1Y | +140.9% | +26.2% | +114.7% | +89.9% |
| All | +140.9% | +29.6% | +111.3% | +89.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling