+151.9%
NTAP vs URI
+158.6%
-6.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | -0.1% | +2.7% |
| 7D | -2.4% | +2.4% | -4.8% | -3.1% |
| 30D | -23.4% | +8.9% | -32.3% | -25.3% |
| 3M | -7.5% | +0.8% | -8.3% | -7.9% |
| 6M | +56.4% | +23.1% | +33.2% | +45.3% |
| YTD | +73.6% | +43.1% | +30.6% | +49.8% |
| 1Y | +68.4% | +35.7% | +32.7% | +48.4% |
| All | +151.9% | +158.6% | -6.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling