+1,119.4%
NVT vs OTIS
+91.8%
+1,027.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.9% |
| 7D | +7.0% | -2.2% | +9.2% | +8.2% |
| 30D | -2.3% | -4.3% | +2.0% | -0.3% |
| 3M | -3.1% | -2.2% | -0.9% | -2.7% |
| 6M | +47.0% | -19.9% | +66.9% | +63.6% |
| YTD | +56.2% | -19.3% | +75.5% | +72.6% |
| 1Y | +74.5% | -19.6% | +94.1% | +92.7% |
| 3Y | +184.0% | -11.5% | +195.5% | +187.5% |
| 5Y | +410.8% | -16.8% | +427.5% | +426.4% |
| All | +1,119.4% | +91.8% | +1,027.6% | +817.1% |
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 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