+228.6%
NTAP vs OSCR
-11.8%
+240.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -2.0% |
| 7D | +2.2% | +4.7% | -2.5% | +1.8% |
| 30D | -7.0% | +14.8% | -21.8% | -8.1% |
| 3M | +12.3% | +16.7% | -4.4% | +10.5% |
| 6M | +85.1% | +127.5% | -42.4% | +71.2% |
| YTD | +74.8% | +121.0% | -46.2% | +61.6% |
| 1Y | +52.7% | +58.4% | -5.7% | +44.1% |
| 3Y | +147.7% | +392.4% | -244.7% | +100.3% |
| 5Y | +124.8% | +80.5% | +44.3% | +84.8% |
| All | +228.6% | -11.8% | +240.4% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling