+1,248.1%
NET vs OTIS
+97.1%
+1,151.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -7.0% | -0.7% | -6.2% | -6.6% |
| 30D | -4.8% | -2.0% | -2.8% | -4.0% |
| 3M | +3.8% | +2.6% | +1.3% | +1.7% |
| 6M | +50.0% | -20.9% | +71.0% | +68.8% |
| YTD | +41.5% | -17.1% | +58.6% | +54.2% |
| 1Y | +32.8% | -15.9% | +48.7% | +43.3% |
| 3Y | +335.9% | -12.7% | +348.6% | +342.9% |
| 5Y | +113.8% | -15.7% | +129.6% | +108.4% |
| All | +1,248.1% | +97.1% | +1,151.0% | +1,139.4% |
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