+227.0%
UPS vs NOC
+3,595.1%
-3,368.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | -2.9% | -5.2% | +2.3% | -1.4% |
| 30D | -3.5% | -7.2% | +3.7% | -1.5% |
| 3M | -5.7% | -5.1% | -0.6% | -4.6% |
| 6M | -4.4% | -31.1% | +26.7% | +5.8% |
| YTD | +8.0% | -8.6% | +16.6% | +9.5% |
| 1Y | +29.0% | -9.7% | +38.8% | +31.1% |
| 3Y | -27.7% | +24.3% | -52.0% | -34.8% |
| 5Y | -34.3% | +52.6% | -87.0% | -46.0% |
| 10Y | +37.8% | +183.6% | -145.8% | -8.5% |
| All | +227.0% | +3,595.1% | -3,368.1% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling