-48.9%
NKE vs OTIS
-19.7%
-29.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.4% |
| 7D | -4.2% | -3.0% | -1.2% | -2.8% |
| 30D | -8.2% | -6.0% | -2.2% | -5.5% |
| 3M | -19.1% | -0.9% | -18.2% | -18.8% |
| 6M | -32.6% | -17.3% | -15.3% | -25.9% |
| YTD | -40.7% | -19.6% | -21.1% | -34.2% |
| 1Y | -48.9% | -21.0% | -27.8% | -43.3% |
| All | -48.9% | -19.7% | -29.1% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling