+103.5%
NU vs UPS
-26.6%
+130.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | -4.2% | -3.4% | -0.8% | -3.6% |
| 30D | +10.0% | -2.7% | +12.8% | +10.6% |
| 3M | +29.3% | -1.6% | +30.9% | +29.2% |
| 6M | +0.9% | +2.3% | -1.4% | -0.1% |
| YTD | -10.3% | +5.6% | -15.8% | -12.0% |
| 1Y | -3.2% | +27.1% | -30.2% | -8.5% |
| All | +103.5% | -26.6% | +130.1% | +118.1% |
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