+52.5%
NDAQ vs OTIS
-17.1%
+69.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -1.6% | -2.2% | +0.6% | -0.7% |
| 30D | -1.5% | -4.3% | +2.9% | +0.3% |
| 3M | +8.0% | -2.2% | +10.2% | +8.8% |
| 6M | +7.7% | -19.9% | +27.6% | +17.8% |
| YTD | -2.3% | -19.3% | +17.0% | +6.1% |
| 1Y | +0.6% | -19.6% | +20.1% | +9.2% |
| 3Y | +90.9% | -11.5% | +102.5% | +91.4% |
| 5Y | +52.5% | -16.8% | +69.2% | +52.9% |
| All | +52.5% | -17.1% | +69.6% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling