+259.3%
UPS vs NTAP
+908.6%
-649.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.4% | +2.2% |
| 7D | +3.8% | +7.2% | -3.4% | +2.8% |
| 30D | +17.4% | -18.4% | +35.7% | +20.2% |
| 3M | +8.2% | -11.3% | +19.5% | +9.3% |
| 6M | +17.9% | +53.8% | -35.8% | +10.0% |
| YTD | +18.7% | +72.0% | -53.3% | +8.7% |
| 1Y | +24.8% | +68.0% | -43.2% | +14.7% |
| 3Y | -4.5% | +149.5% | -154.0% | -18.0% |
| 5Y | -33.2% | +125.6% | -158.8% | -42.1% |
| 10Y | +44.2% | +583.1% | -538.9% | +7.4% |
| All | +259.3% | +908.6% | -649.3% | +117.0% |
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