+362.5%
NTAP vs OUST
-62.4%
+425.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +4.1% | -22.6% | +26.7% | +5.0% |
| 6M | +88.0% | +62.8% | +25.2% | +75.1% |
| YTD | +75.6% | +68.3% | +7.2% | +62.5% |
| 1Y | +58.9% | +28.5% | +30.4% | +49.1% |
| 3Y | +153.6% | +554.0% | -400.5% | +91.6% |
| 5Y | +127.6% | -56.2% | +183.9% | +99.7% |
| All | +362.5% | -62.4% | +425.0% | +298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling