+221.2%
UPS vs NI
+1,415.5%
-1,194.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | -2.1% | +2.3% | -4.4% | -2.9% |
| 30D | -2.3% | -1.7% | -0.6% | -1.8% |
| 3M | -5.2% | -8.0% | +2.8% | -2.7% |
| 6M | +1.4% | -8.6% | +10.1% | +4.1% |
| YTD | +6.1% | +2.3% | +3.8% | +4.9% |
| 1Y | +27.0% | +6.9% | +20.1% | +23.5% |
| 3Y | -25.9% | +70.6% | -96.5% | -39.0% |
| 5Y | -34.6% | +96.4% | -131.0% | -49.1% |
| 10Y | +36.2% | +136.1% | -100.0% | -3.9% |
| All | +221.2% | +1,415.5% | -1,194.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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