+107.8%
NTAP vs OUST
-56.4%
+164.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -9.0% | -0.7% | -8.7% |
| 7D | -22.5% | -5.0% | -17.4% | -22.0% |
| 30D | -25.7% | -32.0% | +6.4% | -22.7% |
| 3M | -9.0% | -32.4% | +23.3% | -5.6% |
| 6M | +49.2% | +6.7% | +42.5% | +44.7% |
| YTD | +60.6% | +41.0% | +19.6% | +50.2% |
| 1Y | +48.7% | +18.0% | +30.7% | +41.0% |
| 3Y | +135.6% | +560.6% | -425.0% | +73.4% |
| 5Y | +107.8% | -55.1% | +162.9% | +93.1% |
| All | +107.8% | -56.4% | +164.2% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling