+88.2%
NEE vs OTIS
+91.8%
-3.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -0.5% | -2.2% | +1.6% | +0.3% |
| 30D | -1.7% | -4.3% | +2.6% | 0.0% |
| 3M | -1.8% | -2.2% | +0.3% | -1.3% |
| 6M | -8.8% | -19.9% | +11.1% | -0.9% |
| YTD | +5.2% | -19.3% | +24.5% | +13.6% |
| 1Y | +21.3% | -19.6% | +40.9% | +30.9% |
| 3Y | +35.2% | -11.5% | +46.7% | +38.9% |
| 5Y | +10.1% | -16.8% | +26.9% | +13.4% |
| All | +88.2% | +91.8% | -3.6% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling