+251.3%
UAL vs NTAP
+724.4%
-473.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 6M | +10.8% | +88.0% | -77.1% | -27.0% |
| YTD | -0.4% | +75.6% | -76.0% | -32.2% |
| 1Y | +5.0% | +58.9% | -53.9% | -24.3% |
| 3Y | +124.0% | +153.6% | -29.6% | +18.1% |
| 5Y | +141.0% | +127.6% | +13.3% | +33.8% |
| 10Y | +118.0% | +580.4% | -462.4% | -41.8% |
| All | +251.3% | +724.4% | -473.0% | -45.4% |
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 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