+242.0%
NDAQ vs OTIS
+87.9%
+154.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.5% |
| 7D | -6.8% | -5.0% | -1.8% | -4.9% |
| 30D | -3.2% | -6.5% | +3.3% | -0.6% |
| 3M | +6.5% | -2.0% | +8.4% | +7.1% |
| 6M | +5.7% | -20.2% | +25.9% | +15.1% |
| YTD | -4.6% | -21.0% | +16.3% | +4.0% |
| 1Y | -1.6% | -20.9% | +19.3% | +7.1% |
| 3Y | +86.4% | -13.3% | +99.8% | +91.3% |
| 5Y | +50.3% | -18.5% | +68.9% | +55.0% |
| All | +242.0% | +87.9% | +154.1% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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