+67.9%
NI vs OTIS
-13.8%
+81.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -0.6% | -5.0% | +4.4% | +0.6% |
| 30D | -1.4% | -6.5% | +5.1% | +0.1% |
| 3M | -10.6% | -2.0% | -8.6% | -10.3% |
| 6M | -9.9% | -20.2% | +10.3% | -5.4% |
| YTD | +1.2% | -21.0% | +22.1% | +6.3% |
| 1Y | +4.4% | -20.9% | +25.3% | +9.5% |
| All | +67.9% | -13.8% | +81.7% | +62.5% |
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