+625.8%
NTAP vs OMC
+34.2%
+591.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.8% |
| 7D | +7.4% | -4.4% | +11.7% | +9.6% |
| 30D | -1.4% | -7.6% | +6.2% | +2.2% |
| 3M | +24.6% | +4.5% | +20.0% | +20.3% |
| 6M | +105.9% | -0.3% | +106.1% | +102.9% |
| YTD | +88.5% | -0.1% | +88.6% | +83.5% |
| 1Y | +62.1% | +4.6% | +57.5% | +52.8% |
| 3Y | +169.1% | +10.5% | +158.6% | +138.7% |
| 5Y | +141.9% | +31.7% | +110.2% | +86.9% |
| All | +625.8% | +34.2% | +591.6% | +412.3% |
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