+5,030.6%
UNP vs NTAP
+23,535.9%
-18,505.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | +2.1% | +9.9% | -7.8% | +1.0% |
| 30D | +7.7% | -22.1% | +29.9% | +10.6% |
| 3M | +4.0% | -7.7% | +11.7% | +4.5% |
| 6M | +15.7% | +60.9% | -45.3% | +8.1% |
| YTD | +33.5% | +76.4% | -42.9% | +23.1% |
| 1Y | +38.9% | +69.3% | -30.4% | +28.7% |
| 3Y | +53.7% | +154.6% | -101.0% | +34.1% |
| 5Y | +40.4% | +131.4% | -91.0% | +23.3% |
| 10Y | +291.1% | +600.9% | -309.8% | +200.1% |
| All | +5,030.6% | +23,535.9% | -18,505.4% | +2,785.0% |
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