+469.2%
NTAP vs OTIS
+97.1%
+372.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -0.8% | -0.7% | 0.0% | -0.5% |
| 30D | -0.5% | -2.0% | +1.5% | +0.2% |
| 3M | +4.1% | +2.6% | +1.5% | +2.5% |
| 6M | +88.0% | -20.9% | +108.9% | +105.9% |
| YTD | +75.6% | -17.1% | +92.7% | +88.0% |
| 1Y | +58.9% | -15.9% | +74.8% | +68.9% |
| 3Y | +153.6% | -12.7% | +166.3% | +157.6% |
| 5Y | +127.6% | -15.7% | +143.4% | +130.0% |
| All | +469.2% | +97.1% | +372.1% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling