-34.2%
UPS vs NVDL
+2,608.0%
-2,642.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | -3.7% | -0.8% | -2.8% | -3.6% |
| 30D | -3.7% | +3.4% | -7.1% | -4.0% |
| 3M | -6.6% | +8.1% | -14.7% | -7.2% |
| 6M | +2.6% | +31.9% | -29.3% | +0.6% |
| YTD | +4.8% | +21.1% | -16.3% | +2.9% |
| 1Y | +25.3% | +34.0% | -8.8% | +22.0% |
| 3Y | -26.9% | +677.9% | -704.8% | -42.2% |
| All | -34.2% | +2,608.0% | -2,642.2% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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