+259.3%
UPS vs NOC
+3,849.5%
-3,590.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +3.8% | +4.8% | -1.1% | +2.4% |
| 30D | +17.4% | +11.0% | +6.3% | +13.6% |
| 3M | +8.2% | -3.8% | +12.0% | +9.0% |
| 6M | +17.9% | +0.6% | +17.3% | +16.9% |
| YTD | +18.7% | -2.3% | +21.0% | +17.7% |
| 1Y | +24.8% | +0.3% | +24.6% | +22.8% |
| 3Y | -4.5% | +24.6% | -29.1% | -13.8% |
| 5Y | -33.2% | +66.0% | -99.2% | -46.4% |
| 10Y | +44.2% | +161.2% | -116.9% | -1.9% |
| All | +259.3% | +3,849.5% | -3,590.1% | +31.6% |
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