+112.5%
NET vs OTIS
-15.5%
+128.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -7.0% | -0.7% | -6.2% | -6.4% |
| 30D | -4.8% | -2.0% | -2.8% | -3.6% |
| 3M | +3.8% | +2.6% | +1.3% | +0.5% |
| 6M | +50.0% | -20.9% | +71.0% | +79.2% |
| YTD | +41.5% | -17.1% | +58.6% | +60.6% |
| 1Y | +32.8% | -15.9% | +48.7% | +48.1% |
| 3Y | +335.9% | -12.7% | +348.6% | +310.8% |
| All | +112.5% | -15.5% | +128.0% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling