+384.0%
NOK vs OTIS
+91.3%
+292.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.2% |
| 7D | +11.0% | -3.0% | +13.9% | +12.0% |
| 30D | +7.8% | -6.0% | +13.9% | +9.8% |
| 3M | -21.0% | -0.9% | -20.1% | -21.3% |
| 6M | +40.9% | -17.3% | +58.2% | +49.2% |
| YTD | +72.0% | -19.6% | +91.6% | +83.6% |
| 1Y | +140.9% | -21.0% | +161.9% | +158.3% |
| 3Y | +194.3% | -12.1% | +206.3% | +198.9% |
| 5Y | +112.5% | -17.1% | +129.6% | +113.4% |
| All | +384.0% | +91.3% | +292.7% | +333.4% |
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