+511.2%
NTAP vs OTIS
+91.3%
+419.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.8% | +6.8% | +7.8% |
| 7D | +7.4% | -3.0% | +10.3% | +8.7% |
| 30D | -1.4% | -6.0% | +4.6% | +1.0% |
| 3M | +24.6% | -0.9% | +25.4% | +24.5% |
| 6M | +105.9% | -17.3% | +123.2% | +121.0% |
| YTD | +88.5% | -19.6% | +108.1% | +104.3% |
| 1Y | +62.1% | -21.0% | +83.1% | +76.9% |
| 3Y | +169.1% | -12.1% | +181.1% | +171.8% |
| 5Y | +141.9% | -17.1% | +159.0% | +146.0% |
| All | +511.2% | +91.3% | +419.9% | +362.8% |
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