-18.6%
NRG vs OTIS
-14.9%
-3.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.4% |
| 7D | +7.1% | -0.7% | +7.8% | +7.2% |
| 30D | -1.4% | -2.0% | +0.6% | -1.4% |
| 3M | -10.5% | +2.6% | -13.0% | -11.1% |
| 6M | -26.7% | -20.9% | -5.8% | -28.1% |
| YTD | -24.5% | -17.1% | -7.4% | -24.8% |
| 1Y | -18.6% | -15.9% | -2.7% | -14.5% |
| All | -18.6% | -14.9% | -3.6% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling