+45.9%
NSC vs OTIS
-14.6%
+60.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -1.9% | -4.7% | +2.8% | +0.3% |
| 3M | +6.2% | +1.2% | +5.0% | +5.2% |
| 6M | +9.2% | -20.5% | +29.7% | +21.7% |
| YTD | +15.0% | -18.4% | +33.5% | +26.4% |
| 1Y | +21.1% | -18.1% | +39.2% | +32.4% |
| 3Y | +78.6% | -10.6% | +89.2% | +79.9% |
| 5Y | +45.9% | -16.1% | +62.0% | +44.6% |
| All | +45.9% | -14.6% | +60.5% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling