+45.2%
NU vs OTIS
-12.7%
+57.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.4% |
| 7D | -2.6% | -2.2% | -0.4% | -1.2% |
| 30D | +8.2% | -4.3% | +12.5% | +11.4% |
| 3M | +26.3% | -2.2% | +28.4% | +27.3% |
| 6M | +2.2% | -19.9% | +22.2% | +18.2% |
| YTD | -10.4% | -19.3% | +8.9% | +2.3% |
| 1Y | -3.0% | -19.6% | +16.6% | +10.7% |
| 3Y | +120.3% | -11.5% | +131.8% | +108.6% |
| All | +45.2% | -12.7% | +57.9% | +43.3% |
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