+85.0%
NOW vs OTIS
+118.0%
-33.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -3.1% | +0.5% | -3.6% | -3.4% |
| 30D | -27.0% | +19.4% | -46.5% | -33.0% |
| 3M | -17.7% | +7.1% | -24.8% | -20.7% |
| 6M | +12.7% | +6.6% | +6.1% | +8.5% |
| YTD | -32.9% | -8.3% | -24.6% | -31.1% |
| 1Y | -40.4% | -11.6% | -28.8% | -37.7% |
| 3Y | -17.1% | +3.1% | -20.2% | -22.9% |
| 5Y | -25.7% | +2.5% | -28.1% | -31.8% |
| All | +85.0% | +118.0% | -33.0% | +41.4% |
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