+87.4%
NEE vs OTIS
+91.3%
-3.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.9% |
| 7D | -1.3% | -3.0% | +1.6% | -0.2% |
| 30D | -3.3% | -6.0% | +2.7% | -1.0% |
| 3M | -2.3% | -0.9% | -1.4% | -2.2% |
| 6M | -8.9% | -17.3% | +8.5% | -2.2% |
| YTD | +4.8% | -19.6% | +24.3% | +13.3% |
| 1Y | +18.7% | -21.0% | +39.7% | +29.1% |
| 3Y | +33.2% | -12.1% | +45.3% | +37.2% |
| 5Y | +10.9% | -17.1% | +27.9% | +14.3% |
| All | +87.4% | +91.3% | -3.8% | +42.1% |
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