+460.0%
NRG vs OTIS
+87.9%
+372.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.6% |
| 7D | -0.2% | -5.0% | +4.9% | +1.4% |
| 30D | -6.8% | -6.5% | -0.3% | -4.8% |
| 3M | -7.1% | -2.0% | -5.2% | -7.0% |
| 6M | -27.6% | -20.2% | -7.4% | -22.6% |
| YTD | -29.2% | -21.0% | -8.2% | -24.3% |
| 1Y | -29.9% | -20.9% | -9.0% | -25.3% |
| 3Y | +198.7% | -13.3% | +212.0% | +201.7% |
| 5Y | +192.9% | -18.5% | +211.4% | +196.0% |
| All | +460.0% | +87.9% | +372.0% | +371.6% |
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