+115.5%
UAL vs NTRA
+1,723.2%
-1,607.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | -16.1% | +19.5% | -35.6% | -19.3% |
| 3M | +6.1% | +47.8% | -41.6% | -1.9% |
| 6M | +10.8% | +61.6% | -50.8% | +0.4% |
| YTD | -0.4% | +43.3% | -43.6% | -7.9% |
| 1Y | +5.0% | +97.0% | -92.0% | -8.4% |
| 3Y | +124.0% | +424.9% | -300.9% | +64.2% |
| 5Y | +141.0% | +165.2% | -24.2% | +83.4% |
| 10Y | +118.0% | +3,114.3% | -2,996.3% | +10.3% |
| All | +115.5% | +1,723.2% | -1,607.7% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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