+69.1%
OTIS vs NTR
+292.3%
-223.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | -3.0% | -1.3% | -1.7% | -2.8% |
| 30D | -6.0% | +16.8% | -22.8% | -8.6% |
| 3M | -0.9% | +20.7% | -21.6% | -4.3% |
| 6M | -17.3% | +0.5% | -17.9% | -17.9% |
| YTD | -19.6% | +29.2% | -48.8% | -24.2% |
| 1Y | -21.0% | +39.6% | -60.6% | -27.0% |
| 3Y | -12.1% | +37.9% | -50.0% | -19.8% |
| 5Y | -17.1% | +47.1% | -64.1% | -31.0% |
| All | +69.1% | +292.3% | -223.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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