-16.3%
NOW vs OTIS
+4.7%
-21.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -3.0% | +4.2% | -7.2% | -3.8% |
| 30D | -26.0% | +20.1% | -46.1% | -29.0% |
| 3M | -13.1% | +7.6% | -20.7% | -14.6% |
| 6M | +14.5% | +4.2% | +10.3% | +13.6% |
| YTD | -33.4% | -8.1% | -25.4% | -31.9% |
| 1Y | -40.6% | -11.5% | -29.1% | -38.6% |
| 3Y | -16.3% | +3.8% | -20.1% | -24.8% |
| All | -16.3% | +4.7% | -21.0% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling