+367.9%
NOK vs OTIS
+91.8%
+276.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | +9.3% | -2.2% | +11.5% | +10.0% |
| 30D | +17.9% | -4.3% | +22.2% | +19.4% |
| 3M | -22.3% | -2.2% | -20.1% | -22.2% |
| 6M | +36.4% | -19.9% | +56.3% | +46.0% |
| YTD | +66.3% | -19.3% | +85.6% | +77.3% |
| 1Y | +134.4% | -19.6% | +154.0% | +149.6% |
| 3Y | +186.6% | -11.5% | +198.1% | +190.5% |
| 5Y | +102.7% | -16.8% | +119.5% | +103.2% |
| All | +367.9% | +91.8% | +276.1% | +318.5% |
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