+94.7%
NVO vs OTIS
+91.3%
+3.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.5% |
| 7D | -7.6% | -3.0% | -4.6% | -6.9% |
| 30D | -6.0% | -6.0% | 0.0% | -4.7% |
| 3M | -0.8% | -0.9% | +0.1% | -0.7% |
| 6M | +16.5% | -17.3% | +33.8% | +21.2% |
| YTD | -11.1% | -19.6% | +8.4% | -7.0% |
| 1Y | -16.7% | -21.0% | +4.3% | -12.5% |
| 3Y | -52.9% | -12.1% | -40.8% | -52.1% |
| 5Y | -3.0% | -17.1% | +14.1% | -1.9% |
| All | +94.7% | +91.3% | +3.5% | +71.5% |
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