+255.6%
UAL vs NTAP
+653.2%
-397.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +8.2% | -15.1% | +23.2% | +17.5% |
| 30D | +2.3% | -28.1% | +30.4% | +21.4% |
| 3M | -12.7% | -11.4% | -1.2% | -8.8% |
| 6M | +12.7% | +52.2% | -39.5% | -17.5% |
| YTD | +0.8% | +60.4% | -59.6% | -29.2% |
| 1Y | +17.8% | +51.0% | -33.2% | -14.4% |
| 3Y | +206.7% | +135.6% | +71.1% | +65.1% |
| 5Y | +113.9% | +107.5% | +6.4% | +22.8% |
| 10Y | +97.0% | +608.6% | -511.6% | -49.6% |
| All | +255.6% | +653.2% | -397.6% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling