+69.1%
OTIS vs NTRA
+1,725.4%
-1,656.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -6.0% | +4.1% | -10.1% | -6.4% |
| 3M | -0.9% | +50.0% | -50.9% | -4.9% |
| 6M | -17.3% | +67.3% | -84.6% | -21.7% |
| YTD | -19.6% | +43.6% | -63.1% | -22.9% |
| 1Y | -21.0% | +89.2% | -110.3% | -26.4% |
| 3Y | -12.1% | +502.5% | -514.6% | -28.7% |
| 5Y | -17.1% | +173.8% | -190.8% | -29.4% |
| All | +69.1% | +1,725.4% | -1,656.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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