+322.4%
NET vs OTIS
+5.8%
+316.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.4% | -3.0% |
| 7D | -16.4% | +9.5% | -25.9% | -17.5% |
| 30D | -25.8% | +21.1% | -47.0% | -28.3% |
| 3M | -11.5% | +9.0% | -20.5% | -12.7% |
| 6M | +18.9% | +6.4% | +12.5% | +18.6% |
| YTD | +35.2% | -7.1% | +42.3% | +38.7% |
| 1Y | +14.5% | -10.1% | +24.6% | +18.7% |
| All | +322.4% | +5.8% | +316.6% | +237.8% |
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