+0.4%
UAL vs NTAP
+61.9%
-61.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.2% |
| 7D | +3.4% | +3.3% | +0.2% | +2.8% |
| 30D | -16.5% | -0.2% | -16.3% | -16.5% |
| 3M | +2.8% | +11.4% | -8.6% | +0.4% |
| 6M | +17.6% | +88.7% | -71.1% | -7.1% |
| YTD | -3.2% | +78.9% | -82.1% | -21.1% |
| 1Y | +0.4% | +58.8% | -58.4% | -11.9% |
| All | +0.4% | +61.9% | -61.5% | -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