+94.6%
NOC vs OTIS
+91.3%
+3.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | +0.8% | -3.0% | +3.7% | +1.5% |
| 30D | -9.7% | -6.0% | -3.7% | -8.4% |
| 3M | -5.6% | -0.9% | -4.8% | -5.6% |
| 6M | -28.6% | -17.3% | -11.3% | -25.5% |
| YTD | -7.9% | -19.6% | +11.7% | -3.3% |
| 1Y | -9.5% | -21.0% | +11.5% | -4.7% |
| 3Y | +28.4% | -12.1% | +40.5% | +30.5% |
| 5Y | +59.0% | -17.1% | +76.0% | +61.6% |
| All | +94.6% | +91.3% | +3.4% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling