+254.4%
NTAP vs OSCR
-9.0%
+263.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +8.0% | +8.5% |
| 7D | +7.4% | +1.6% | +5.8% | +7.2% |
| 30D | -1.4% | +10.7% | -12.0% | -2.2% |
| 3M | +24.6% | +13.4% | +11.2% | +22.9% |
| 6M | +105.9% | +144.6% | -38.7% | +89.2% |
| YTD | +88.5% | +128.0% | -39.5% | +73.8% |
| 1Y | +62.1% | +68.7% | -6.6% | +52.2% |
| 3Y | +169.1% | +398.8% | -229.7% | +117.5% |
| 5Y | +141.9% | +87.3% | +54.6% | +98.3% |
| All | +254.4% | -9.0% | +263.4% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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