+19,472.4%
NTAP vs OMC
+2,001.8%
+17,470.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.0% | +4.0% |
| 7D | -2.4% | +1.6% | -4.0% | -3.3% |
| 30D | -23.4% | +15.3% | -38.8% | -30.6% |
| 3M | -7.5% | +4.5% | -12.0% | -11.5% |
| 6M | +56.4% | +20.8% | +35.6% | +34.1% |
| YTD | +73.6% | +13.5% | +60.1% | +52.0% |
| 1Y | +68.4% | +25.2% | +43.1% | +37.6% |
| 3Y | +150.6% | +30.5% | +120.1% | +90.8% |
| 5Y | +122.5% | +52.7% | +69.8% | +46.0% |
| 10Y | +589.7% | +55.2% | +534.5% | +316.6% |
| All | +19,472.4% | +2,001.8% | +17,470.6% | +2,303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling