+122.5%
NTAP vs OMC
+53.9%
+68.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.0% | +4.0% |
| 7D | -2.4% | +1.6% | -4.0% | -2.9% |
| 30D | -23.4% | +15.3% | -38.8% | -27.3% |
| 3M | -7.5% | +4.5% | -12.0% | -9.4% |
| 6M | +56.4% | +20.8% | +35.6% | +43.8% |
| YTD | +73.6% | +13.5% | +60.1% | +62.5% |
| 1Y | +68.4% | +25.2% | +43.1% | +50.7% |
| 3Y | +150.6% | +30.5% | +120.1% | +113.2% |
| 5Y | +122.5% | +52.7% | +69.8% | +72.0% |
| All | +122.5% | +53.9% | +68.5% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling