+68.1%
NTAP vs OTIS
-9.8%
+77.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -0.8% |
| 7D | -16.1% | +9.5% | -25.6% | -14.7% |
| 30D | -15.9% | +21.1% | -37.1% | -14.0% |
| 3M | -1.2% | +9.0% | -10.3% | +1.2% |
| 6M | +70.1% | +6.4% | +63.6% | +75.1% |
| YTD | +77.9% | -7.1% | +85.1% | +87.0% |
| 1Y | +68.1% | -10.1% | +78.3% | +80.3% |
| All | +68.1% | -9.8% | +77.9% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling