+186.8%
UAL vs NTAP
+148.4%
+38.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.8% |
| 7D | -3.0% | +7.2% | -10.2% | -5.5% |
| 30D | +10.5% | -18.4% | +28.8% | +18.2% |
| 3M | -13.5% | -11.3% | -2.2% | -10.7% |
| 6M | +14.2% | +53.8% | -39.5% | -10.1% |
| YTD | -2.2% | +72.0% | -74.2% | -28.2% |
| 1Y | +12.5% | +68.0% | -55.5% | -16.4% |
| 3Y | +186.8% | +149.5% | +37.3% | +93.4% |
| All | +186.8% | +148.4% | +38.4% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling