+66.1%
OTIS vs NTR
+293.7%
-227.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.4% | -1.6% |
| 7D | -5.0% | -2.5% | -2.6% | -4.6% |
| 30D | -6.5% | +17.0% | -23.5% | -9.1% |
| 3M | -2.0% | +22.2% | -24.1% | -5.6% |
| 6M | -20.2% | +5.2% | -25.4% | -21.4% |
| YTD | -21.0% | +29.7% | -50.6% | -25.6% |
| 1Y | -20.9% | +39.4% | -60.3% | -26.9% |
| 3Y | -13.3% | +38.2% | -51.5% | -20.9% |
| 5Y | -18.5% | +47.6% | -66.1% | -32.2% |
| All | +66.1% | +293.7% | -227.6% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling