+51.1%
NEM vs OTIS
-9.8%
+60.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.9% | +6.0% | +9.2% |
| 7D | +3.7% | +9.5% | -5.8% | +2.4% |
| 30D | +2.0% | +21.1% | -19.1% | -0.9% |
| 3M | +21.1% | +9.0% | +12.1% | +19.5% |
| 6M | +9.5% | +6.4% | +3.1% | +7.9% |
| YTD | +19.1% | -7.1% | +26.2% | +16.2% |
| 1Y | +51.1% | -10.1% | +61.2% | +47.9% |
| All | +51.1% | -9.8% | +60.9% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling