+67.5%
NDAQ vs OTIS
-0.1%
+67.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | +1.7% | -3.0% | +4.7% | +3.0% |
| 30D | +16.2% | +14.0% | +2.3% | +10.1% |
| 3M | +14.0% | +4.9% | +9.0% | +11.6% |
| 6M | +22.3% | +5.4% | +16.9% | +19.2% |
| YTD | +13.0% | -10.2% | +23.2% | +17.5% |
| 1Y | +24.0% | -13.4% | +37.4% | +31.0% |
| 3Y | +117.1% | -0.7% | +117.8% | +106.5% |
| 5Y | +67.5% | -2.1% | +69.6% | +56.6% |
| All | +67.5% | -0.1% | +67.7% | +56.6% |
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 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