+562.2%
NTAP vs OMC
+53.0%
+509.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.1% |
| 7D | +7.2% | +1.9% | +5.3% | +6.3% |
| 30D | -18.4% | +12.2% | -30.6% | -23.1% |
| 3M | -11.3% | +0.6% | -11.9% | -12.5% |
| 6M | +53.8% | +21.0% | +32.8% | +37.1% |
| YTD | +72.0% | +12.4% | +59.6% | +57.1% |
| 1Y | +68.0% | +25.4% | +42.6% | +44.4% |
| 3Y | +149.5% | +29.2% | +120.3% | +103.6% |
| 5Y | +125.6% | +52.6% | +73.0% | +61.2% |
| All | +562.2% | +53.0% | +509.2% | +340.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling