+170.4%
NSC vs OTIS
+91.8%
+78.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -2.0% | -2.2% | +0.1% | -1.1% |
| 30D | -3.2% | -4.3% | +1.1% | -1.3% |
| 3M | +3.9% | -2.2% | +6.1% | +4.7% |
| 6M | +7.8% | -19.9% | +27.7% | +18.5% |
| YTD | +13.4% | -19.3% | +32.7% | +24.1% |
| 1Y | +20.3% | -19.6% | +39.9% | +31.6% |
| 3Y | +76.1% | -11.5% | +87.6% | +81.1% |
| 5Y | +45.0% | -16.8% | +61.8% | +49.9% |
| All | +170.4% | +91.8% | +78.6% | +120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling