+322.6%
NTAP vs OUST
-64.1%
+386.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.1% | -1.6% |
| 7D | -15.1% | +17.0% | -32.1% | -16.6% |
| 30D | -28.1% | -16.5% | -11.6% | -26.9% |
| 3M | -11.4% | -23.7% | +12.2% | -9.6% |
| 6M | +52.2% | +18.4% | +33.8% | +46.2% |
| YTD | +60.4% | +60.8% | -0.4% | +48.5% |
| 1Y | +51.0% | +44.2% | +6.8% | +40.8% |
| 3Y | +135.6% | +668.1% | -532.6% | +75.3% |
| 5Y | +107.5% | -48.8% | +156.4% | +80.6% |
| All | +322.6% | -64.1% | +386.7% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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