-26.0%
UPS vs NRG
+203.5%
-229.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -2.0% | -4.7% | +2.7% | -1.6% |
| 30D | -2.0% | -6.0% | +4.0% | -1.5% |
| 3M | -6.2% | -8.0% | +1.7% | -6.0% |
| 6M | +2.8% | -23.2% | +25.9% | +4.4% |
| YTD | +5.9% | -28.1% | +34.0% | +8.0% |
| 1Y | +26.2% | -27.3% | +53.5% | +28.4% |
| 3Y | -26.0% | +208.7% | -234.7% | -42.0% |
| All | -26.0% | +203.5% | -229.5% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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