+33.5%
NEE vs OTIS
-13.8%
+47.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.5% |
| 7D | -1.9% | -5.0% | +3.1% | -0.1% |
| 30D | -3.1% | -6.5% | +3.4% | -0.8% |
| 3M | -2.4% | -2.0% | -0.5% | -2.0% |
| 6M | -8.6% | -20.2% | +11.6% | -1.2% |
| YTD | +4.9% | -21.0% | +25.9% | +13.4% |
| 1Y | +19.4% | -20.9% | +40.2% | +28.5% |
| All | +33.5% | -13.8% | +47.2% | +29.5% |
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 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