+420.3%
NVT vs OTIS
-17.8%
+438.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.9% | +3.7% |
| 7D | +4.1% | -3.0% | +7.0% | +5.7% |
| 30D | -5.1% | -6.0% | +0.9% | -2.1% |
| 3M | -1.2% | -0.9% | -0.3% | -1.6% |
| 6M | +46.6% | -17.3% | +63.9% | +61.3% |
| YTD | +60.0% | -19.6% | +79.6% | +78.2% |
| 1Y | +70.8% | -21.0% | +91.8% | +92.0% |
| 3Y | +187.5% | -12.1% | +199.6% | +183.2% |
| All | +420.3% | -17.8% | +438.1% | +412.1% |
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