+4,995.3%
UNP vs NTAP
+23,159.9%
-18,164.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | 0.0% |
| 7D | -2.1% | -2.4% | +0.3% | -1.8% |
| 30D | +7.3% | -23.4% | +30.7% | +10.4% |
| 3M | +3.6% | -7.5% | +11.2% | +4.1% |
| 6M | +15.8% | +56.4% | -40.5% | +8.7% |
| YTD | +32.6% | +73.6% | -41.0% | +22.5% |
| 1Y | +37.2% | +68.4% | -31.2% | +27.2% |
| 3Y | +52.6% | +150.6% | -98.0% | +33.4% |
| 5Y | +40.6% | +122.5% | -81.9% | +23.9% |
| 10Y | +288.4% | +589.7% | -301.3% | +198.6% |
| All | +4,995.3% | +23,159.9% | -18,164.6% | +2,770.5% |
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