+339.6%
NTAP vs OUST
-60.6%
+400.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -7.8% | +31.9% | -39.6% | -10.6% |
| 30D | -25.8% | -4.2% | -21.6% | -25.7% |
| 3M | -11.2% | -9.3% | -2.0% | -11.0% |
| 6M | +49.9% | +51.7% | -1.7% | +40.8% |
| YTD | +66.9% | +76.6% | -9.8% | +52.9% |
| 1Y | +58.8% | +48.9% | +10.0% | +47.5% |
| 3Y | +140.8% | +675.3% | -534.4% | +79.0% |
| 5Y | +115.0% | -44.0% | +159.0% | +85.3% |
| All | +339.6% | -60.6% | +400.2% | +274.8% |
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