+3.6%
NVT vs OTIS
-9.8%
+13.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +3.9% | -16.6% | -11.1% |
| 7D | -19.5% | +9.5% | -29.0% | -16.5% |
| 30D | -32.4% | +21.1% | -53.5% | -28.7% |
| 3M | -30.3% | +9.0% | -39.4% | -27.2% |
| 6M | -30.4% | +6.4% | -36.9% | -27.1% |
| YTD | +11.3% | -7.1% | +18.5% | +17.7% |
| 1Y | +3.6% | -10.1% | +13.7% | +8.3% |
| All | +3.6% | -9.8% | +13.3% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling