+23.4%
NSC vs OTIS
-9.8%
+33.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -2.9% | -0.5% |
| 7D | +1.8% | +9.5% | -7.7% | -1.6% |
| 30D | +8.8% | +21.1% | -12.3% | +1.4% |
| 3M | +1.2% | +9.0% | -7.8% | -2.0% |
| 6M | +11.3% | +6.4% | +4.9% | +8.7% |
| YTD | +20.7% | -7.1% | +27.8% | +24.7% |
| 1Y | +23.4% | -10.1% | +33.5% | +29.9% |
| All | +23.4% | -9.8% | +33.2% | +29.9% |
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