+97.2%
NI vs OTIS
-17.8%
+114.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | 0.0% | -3.0% | +3.0% | +0.9% |
| 30D | -1.4% | -6.0% | +4.6% | +0.3% |
| 3M | -10.6% | -0.9% | -9.7% | -10.5% |
| 6M | -9.3% | -17.3% | +8.0% | -4.6% |
| YTD | +1.1% | -19.6% | +20.7% | +7.1% |
| 1Y | +3.4% | -21.0% | +24.4% | +9.9% |
| 3Y | +67.9% | -12.1% | +80.0% | +68.7% |
| All | +97.2% | -17.8% | +114.9% | +87.4% |
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 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