+68.1%
NTAP vs OMC
+24.5%
+43.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.2% | -6.8% | -2.0% |
| 7D | -16.1% | +12.5% | -28.6% | -17.0% |
| 30D | -15.9% | +16.3% | -32.2% | -17.4% |
| 3M | -1.2% | +8.1% | -9.3% | -2.0% |
| 6M | +70.1% | +17.2% | +52.9% | +65.3% |
| YTD | +77.9% | +11.8% | +66.2% | +75.0% |
| 1Y | +68.1% | +23.9% | +44.2% | +60.9% |
| All | +68.1% | +24.5% | +43.6% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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