+92.6%
NDAQ vs OTIS
-10.9%
+103.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | +0.5% | -4.7% | +5.2% | +1.9% |
| 3M | +9.9% | +1.2% | +8.7% | +9.4% |
| 6M | +8.2% | -20.5% | +28.7% | +15.6% |
| YTD | -1.5% | -18.4% | +17.0% | +4.3% |
| 1Y | +1.3% | -18.1% | +19.4% | +6.9% |
| 3Y | +92.6% | -10.6% | +103.1% | +93.6% |
| All | +92.6% | -10.9% | +103.5% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling