+320.5%
NTAP vs URA
-51.6%
+372.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.5% |
| 7D | -15.1% | -4.1% | -10.9% | -13.8% |
| 30D | -28.1% | -19.0% | -9.1% | -23.0% |
| 3M | -11.4% | -25.1% | +13.7% | -3.5% |
| 6M | +52.2% | -44.5% | +96.7% | +80.7% |
| YTD | +60.4% | -24.3% | +84.7% | +68.3% |
| 1Y | +51.0% | -28.1% | +79.1% | +60.5% |
| 3Y | +135.6% | +40.7% | +94.9% | +89.5% |
| 5Y | +107.5% | +35.5% | +72.1% | +61.4% |
| 10Y | +608.6% | +281.2% | +327.5% | +236.5% |
| All | +320.5% | -51.6% | +372.1% | +293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling