-25.3%
NOK vs UPS
+237.3%
-262.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +7.2% |
| 7D | +7.3% | -2.1% | +9.4% | +8.5% |
| 30D | +13.8% | -2.3% | +16.1% | +15.2% |
| 3M | -27.0% | -5.2% | -21.8% | -25.2% |
| 6M | +37.6% | +1.4% | +36.2% | +35.1% |
| YTD | +64.6% | +6.1% | +58.5% | +56.6% |
| 1Y | +132.0% | +27.0% | +105.0% | +99.2% |
| 3Y | +183.7% | -25.9% | +209.6% | +215.4% |
| 5Y | +101.3% | -34.6% | +135.9% | +134.4% |
| 10Y | +122.4% | +36.2% | +86.2% | +41.1% |
| All | -25.3% | +237.3% | -262.6% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling