+227.0%
UPS vs NTAP
+929.8%
-702.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | -3.5% | -0.5% | -3.0% | -3.5% |
| 3M | -5.7% | +4.1% | -9.8% | -6.5% |
| 6M | -4.4% | +88.0% | -92.3% | -12.9% |
| YTD | +8.0% | +75.6% | -67.6% | -0.8% |
| 1Y | +29.0% | +58.9% | -29.9% | +19.9% |
| 3Y | -27.7% | +153.6% | -181.3% | -37.7% |
| 5Y | -34.3% | +127.6% | -162.0% | -42.9% |
| 10Y | +37.8% | +580.4% | -542.6% | +3.1% |
| All | +227.0% | +929.8% | -702.8% | +97.9% |
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