+115.1%
NOK vs OTIS
-17.8%
+132.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.1% |
| 7D | +11.0% | -3.0% | +13.9% | +12.3% |
| 30D | +7.8% | -6.0% | +13.9% | +10.5% |
| 3M | -21.0% | -0.9% | -20.1% | -21.4% |
| 6M | +40.9% | -17.3% | +58.2% | +52.3% |
| YTD | +72.0% | -19.6% | +91.6% | +87.9% |
| 1Y | +140.9% | -21.0% | +161.9% | +164.6% |
| 3Y | +194.3% | -12.1% | +206.3% | +190.9% |
| All | +115.1% | -17.8% | +132.9% | +114.3% |
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