+122.4%
NI vs OTIS
+93.9%
+28.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.7% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | -1.7% | -4.7% | +3.1% | -0.3% |
| 3M | -8.0% | +1.2% | -9.2% | -8.5% |
| 6M | -8.6% | -20.5% | +11.9% | -2.7% |
| YTD | +2.3% | -18.4% | +20.8% | +8.0% |
| 1Y | +6.9% | -18.1% | +25.0% | +12.6% |
| 3Y | +70.6% | -10.6% | +81.1% | +72.0% |
| 5Y | +96.4% | -16.1% | +112.5% | +98.0% |
| All | +122.4% | +93.9% | +28.5% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling