+79.4%
NOW vs OTIS
+116.3%
-36.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -8.7% | +1.7% | -10.5% | -9.4% |
| 30D | -29.3% | +18.5% | -47.8% | -34.8% |
| 3M | -21.8% | +7.9% | -29.7% | -24.9% |
| 6M | +9.2% | +5.7% | +3.6% | +5.6% |
| YTD | -35.0% | -9.1% | -25.9% | -32.9% |
| 1Y | -42.5% | -11.6% | -30.9% | -39.9% |
| 3Y | -21.5% | +0.6% | -22.1% | -26.1% |
| 5Y | -25.8% | +1.8% | -27.6% | -31.6% |
| All | +79.4% | +116.3% | -36.9% | +37.6% |
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