+15.0%
UPS vs NTR
+98.7%
-83.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +1.3% |
| 7D | -3.4% | -2.5% | -0.9% | -2.9% |
| 30D | -2.7% | +17.0% | -19.8% | -6.1% |
| 3M | -1.6% | +22.2% | -23.8% | -6.2% |
| 6M | +2.3% | +5.2% | -2.8% | +0.3% |
| YTD | +5.6% | +29.7% | -24.1% | -1.8% |
| 1Y | +27.1% | +39.4% | -12.3% | +15.6% |
| 3Y | -26.3% | +38.2% | -64.5% | -33.9% |
| 5Y | -34.5% | +47.6% | -82.1% | -45.8% |
| All | +15.0% | +98.7% | -83.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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