+180.8%
NOK vs UPS
-26.6%
+207.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | +8.7% | -3.4% | +12.1% | +9.9% |
| 30D | +12.5% | -2.7% | +15.2% | +13.5% |
| 3M | -20.7% | -1.6% | -19.1% | -20.6% |
| 6M | +36.2% | +2.3% | +33.8% | +34.5% |
| YTD | +64.1% | +5.6% | +58.6% | +60.1% |
| 1Y | +132.4% | +27.1% | +105.3% | +114.6% |
| All | +180.8% | -26.6% | +207.3% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling