+263.4%
NEM vs OTIS
+91.3%
+172.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | -1.0% | -3.0% | +2.0% | -0.3% |
| 30D | +7.8% | -6.0% | +13.9% | +9.3% |
| 3M | +30.2% | -0.9% | +31.1% | +30.2% |
| 6M | +9.6% | -17.3% | +26.9% | +14.0% |
| YTD | +27.8% | -19.6% | +47.4% | +33.5% |
| 1Y | +60.7% | -21.0% | +81.7% | +68.3% |
| 3Y | +245.3% | -12.1% | +257.4% | +251.9% |
| 5Y | +155.3% | -17.1% | +172.4% | +159.9% |
| All | +263.4% | +91.3% | +172.1% | +242.1% |
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