+457.5%
NTAP vs OTIS
+115.8%
+341.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -2.9% |
| 7D | +7.2% | -1.3% | +8.5% | +7.7% |
| 30D | -18.4% | +12.8% | -31.2% | -22.4% |
| 3M | -11.3% | +7.4% | -18.7% | -14.3% |
| 6M | +53.8% | +7.7% | +46.0% | +47.9% |
| YTD | +72.0% | -9.3% | +81.2% | +76.8% |
| 1Y | +68.0% | -12.1% | +80.1% | +75.1% |
| 3Y | +149.5% | +0.6% | +148.8% | +137.4% |
| 5Y | +125.6% | -1.1% | +126.7% | +112.9% |
| All | +457.5% | +115.8% | +341.7% | +300.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling