-35.0%
UPS vs NSC
+44.4%
-79.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -0.5% |
| 7D | -3.7% | -2.0% | -1.6% | -2.6% |
| 30D | -3.7% | -3.2% | -0.6% | -2.1% |
| 3M | -6.6% | +3.9% | -10.5% | -8.7% |
| 6M | +2.6% | +7.8% | -5.2% | -2.3% |
| YTD | +4.8% | +13.4% | -8.6% | -3.1% |
| 1Y | +25.3% | +20.3% | +5.0% | +11.8% |
| 3Y | -26.9% | +76.1% | -102.9% | -49.4% |
| All | -35.0% | +44.4% | -79.3% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 5y: compounded portfolio wealth divided by compounded NSC 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…
5y analysis · Full analysis span regression · 6 months rolling