+139.2%
UAL vs NTAP
+128.6%
+10.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +0.7% | -0.8% | +1.5% | +1.1% |
| 30D | -16.1% | -0.5% | -15.6% | -16.3% |
| 3M | +6.1% | +4.1% | +2.1% | +2.8% |
| 6M | +10.8% | +88.0% | -77.1% | -25.2% |
| YTD | -0.4% | +75.6% | -76.0% | -30.5% |
| 1Y | +5.0% | +58.9% | -53.9% | -22.2% |
| 3Y | +124.0% | +153.6% | -29.6% | +17.5% |
| All | +139.2% | +128.6% | +10.5% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling