+227.0%
UPS vs NSC
+2,411.8%
-2,184.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -2.9% | -5.5% | +2.6% | -0.9% |
| 30D | -3.5% | -3.2% | -0.3% | -2.4% |
| 3M | -5.7% | +7.7% | -13.4% | -8.3% |
| 6M | -4.4% | +4.5% | -8.9% | -6.1% |
| YTD | +8.0% | +15.6% | -7.5% | +2.2% |
| 1Y | +29.0% | +19.8% | +9.2% | +20.4% |
| 3Y | -27.7% | +70.1% | -97.8% | -41.0% |
| 5Y | -34.3% | +46.1% | -80.5% | -43.5% |
| 10Y | +37.8% | +328.1% | -290.3% | -19.3% |
| All | +227.0% | +2,411.8% | -2,184.8% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling