+78.9%
NSC vs OTIS
-10.2%
+89.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -5.5% | -0.7% | -4.8% | -5.2% |
| 30D | -3.2% | -2.0% | -1.2% | -2.5% |
| 3M | +7.7% | +2.6% | +5.1% | +6.3% |
| 6M | +4.5% | -20.9% | +25.4% | +15.0% |
| YTD | +15.6% | -17.1% | +32.7% | +24.5% |
| 1Y | +19.8% | -15.9% | +35.7% | +28.0% |
| All | +78.9% | -10.2% | +89.2% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling