+183.0%
UPS vs NRG
+1,484.6%
-1,301.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.3% |
| 7D | -3.4% | -0.2% | -3.2% | -3.5% |
| 30D | -2.7% | -6.8% | +4.1% | -1.7% |
| 3M | -1.6% | -7.1% | +5.5% | -1.1% |
| 6M | +2.3% | -27.6% | +29.9% | +6.9% |
| YTD | +5.6% | -29.2% | +34.8% | +10.3% |
| 1Y | +27.1% | -29.9% | +56.9% | +32.4% |
| 3Y | -26.3% | +198.7% | -225.0% | -44.2% |
| 5Y | -34.5% | +192.9% | -227.4% | -50.9% |
| 10Y | +37.1% | +1,084.1% | -1,047.0% | -25.1% |
| All | +183.0% | +1,484.6% | -1,301.6% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling