+147.5%
NTAP vs OUST
+554.0%
-406.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -0.8% | +5.2% | -6.0% | -1.3% |
| 30D | -0.5% | -19.3% | +18.7% | +1.6% |
| 3M | +4.1% | -22.6% | +26.7% | +5.0% |
| 6M | +88.0% | +62.8% | +25.2% | +74.6% |
| YTD | +75.6% | +68.3% | +7.2% | +62.0% |
| 1Y | +58.9% | +28.5% | +30.4% | +48.7% |
| All | +147.5% | +554.0% | -406.5% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling