-9.1%
NVTS vs OTIS
-11.3%
+2.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.1% |
| 7D | -1.4% | -3.0% | +1.5% | +0.5% |
| 30D | -16.5% | -6.0% | -10.5% | -13.2% |
| 3M | -47.6% | -0.9% | -46.8% | -48.3% |
| 6M | +7.3% | -17.3% | +24.6% | +20.7% |
| YTD | +62.9% | -19.6% | +82.4% | +84.4% |
| 1Y | +91.3% | -21.0% | +112.3% | +119.6% |
| 3Y | +43.4% | -12.1% | +55.5% | +32.1% |
| All | -9.1% | -11.3% | +2.1% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling