+52.7%
NTAP vs URA
-32.0%
+84.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.9% |
| 7D | -15.1% | -4.1% | -10.9% | -14.4% |
| 30D | -28.1% | -19.0% | -9.1% | -25.8% |
| 3M | -11.4% | -25.1% | +13.7% | -8.0% |
| 6M | +52.2% | -44.5% | +96.7% | +62.1% |
| YTD | +60.4% | -24.3% | +84.7% | +58.9% |
| All | +52.7% | -32.0% | +84.7% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling