+149.4%
NTAP vs OTIS
-12.0%
+161.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | +2.2% | -2.2% | +4.4% | +2.7% |
| 30D | -7.0% | -4.3% | -2.7% | -6.2% |
| 3M | +12.3% | -2.2% | +14.5% | +12.6% |
| 6M | +85.1% | -19.9% | +105.0% | +95.7% |
| YTD | +74.8% | -19.3% | +94.1% | +84.0% |
| 1Y | +52.7% | -19.6% | +72.2% | +60.8% |
| All | +149.4% | -12.0% | +161.4% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling