+4,784.7%
UNP vs NTAP
+23,420.6%
-18,636.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -5.3% | -0.8% | -4.6% | -5.3% |
| 30D | -1.5% | -0.5% | -1.0% | -1.6% |
| 3M | +10.3% | +4.1% | +6.2% | +9.4% |
| 6M | +9.7% | +88.0% | -78.3% | +0.9% |
| YTD | +27.1% | +75.6% | -48.5% | +17.8% |
| 1Y | +32.6% | +58.9% | -26.3% | +24.2% |
| 3Y | +40.0% | +153.6% | -113.6% | +22.7% |
| 5Y | +50.8% | +127.6% | -76.8% | +33.1% |
| 10Y | +278.6% | +580.4% | -301.7% | +192.5% |
| All | +4,784.7% | +23,420.6% | -18,636.0% | +2,659.4% |
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