+154.4%
NOW vs OTIS
+97.1%
+57.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -2.4% | -0.7% | -1.6% | -2.0% |
| 30D | +20.5% | -2.0% | +22.5% | +21.6% |
| 3M | +18.3% | +2.6% | +15.8% | +16.8% |
| 6M | +24.1% | -20.9% | +45.0% | +37.6% |
| YTD | -7.8% | -17.1% | +9.3% | -0.3% |
| 1Y | -21.4% | -15.9% | -5.5% | -15.9% |
| 3Y | +19.5% | -12.7% | +32.3% | +21.4% |
| 5Y | +4.1% | -15.7% | +19.8% | +3.1% |
| All | +154.4% | +97.1% | +57.3% | +104.5% |
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