+36.0%
UPS vs NOC
+192.5%
-156.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -3.4% | -1.8% | -1.7% | -3.0% |
| 30D | -2.7% | -9.4% | +6.7% | -0.2% |
| 3M | -1.6% | -3.8% | +2.2% | -1.0% |
| 6M | +2.3% | -28.8% | +31.1% | +11.7% |
| YTD | +5.6% | -7.9% | +13.5% | +6.6% |
| 1Y | +27.1% | -9.0% | +36.1% | +28.5% |
| 3Y | -26.3% | +29.1% | -55.4% | -34.8% |
| 5Y | -34.5% | +58.9% | -93.4% | -48.8% |
| All | +36.0% | +192.5% | -156.5% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling