+27.5%
UAL vs NTAP
+66.6%
-39.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.6% | +9.6% | +8.2% |
| 7D | +11.9% | -16.1% | +28.0% | +15.1% |
| 30D | +5.2% | -15.9% | +21.2% | +8.2% |
| 3M | -12.7% | -1.2% | -11.5% | -12.6% |
| 6M | +28.5% | +70.1% | -41.5% | +9.8% |
| YTD | +3.5% | +77.9% | -74.4% | -12.6% |
| 1Y | +27.5% | +68.1% | -40.6% | +11.9% |
| All | +27.5% | +66.6% | -39.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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