-26.4%
NOW vs OTIS
+4.5%
-30.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -3.0% | +4.2% | -7.2% | -5.3% |
| 30D | -26.0% | +20.1% | -46.1% | -33.7% |
| 3M | -13.1% | +7.6% | -20.7% | -17.2% |
| 6M | +14.5% | +4.2% | +10.3% | +10.9% |
| YTD | -33.4% | -8.1% | -25.4% | -31.0% |
| 1Y | -40.6% | -11.5% | -29.1% | -36.9% |
| 3Y | -16.3% | +3.8% | -20.1% | -29.2% |
| All | -26.4% | +4.5% | -30.8% | -40.8% |
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 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