+30.6%
UPS vs NTAP
+66.6%
-36.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.8% |
| 7D | +8.2% | -16.1% | +24.3% | +9.4% |
| 30D | +22.7% | -15.9% | +38.7% | +23.9% |
| 3M | +6.4% | -1.2% | +7.7% | +5.7% |
| 6M | +22.6% | +70.1% | -47.4% | +12.6% |
| YTD | +20.7% | +77.9% | -57.2% | +9.6% |
| 1Y | +30.6% | +68.1% | -37.5% | +19.5% |
| All | +30.6% | +66.6% | -36.0% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling