-59.2%
NKE vs OTIS
-12.3%
-47.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.1% |
| 7D | -4.2% | -3.0% | -1.2% | -3.2% |
| 30D | -8.2% | -6.0% | -2.2% | -6.2% |
| 3M | -19.1% | -0.9% | -18.2% | -18.8% |
| 6M | -32.6% | -17.3% | -15.3% | -28.3% |
| YTD | -40.7% | -19.6% | -21.1% | -36.3% |
| 1Y | -48.9% | -21.0% | -27.8% | -44.8% |
| 3Y | -59.2% | -12.1% | -47.2% | -60.1% |
| All | -59.2% | -12.3% | -47.0% | -60.1% |
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