-6.4%
NU vs UPS
+29.6%
-36.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -4.9% | -2.0% | -2.9% | -4.5% |
| 30D | +7.8% | -2.0% | +9.8% | +8.2% |
| 3M | +20.9% | -6.2% | +27.2% | +21.7% |
| 6M | +0.9% | +2.8% | -1.9% | -1.0% |
| YTD | -12.7% | +5.9% | -18.6% | -15.4% |
| 1Y | -6.4% | +26.2% | -32.6% | -10.6% |
| All | -6.4% | +29.6% | -36.0% | -10.6% |
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