+94.5%
NOC vs OTIS
+93.9%
+0.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | -8.9% | -4.7% | -4.1% | -7.8% |
| 3M | -3.7% | +1.2% | -4.9% | -4.1% |
| 6M | -30.8% | -20.5% | -10.3% | -27.1% |
| YTD | -7.9% | -18.4% | +10.5% | -3.7% |
| 1Y | -9.4% | -18.1% | +8.7% | -5.4% |
| 3Y | +29.0% | -10.6% | +39.5% | +30.6% |
| 5Y | +56.1% | -16.1% | +72.1% | +58.2% |
| All | +94.5% | +93.9% | +0.6% | +61.2% |
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