-74.7%
NKE vs OTIS
-17.8%
-56.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.5% |
| 7D | -4.2% | -3.0% | -1.2% | -2.5% |
| 30D | -8.2% | -6.0% | -2.2% | -4.9% |
| 3M | -19.1% | -0.9% | -18.2% | -18.8% |
| 6M | -32.6% | -17.3% | -15.3% | -25.2% |
| YTD | -40.7% | -19.6% | -21.1% | -33.2% |
| 1Y | -48.9% | -21.0% | -27.8% | -41.8% |
| 3Y | -59.2% | -12.1% | -47.2% | -59.8% |
| All | -74.7% | -17.8% | -56.9% | -75.8% |
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