-16.5%
OTIS vs NTRA
+172.0%
-188.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 3M | -0.9% | +50.0% | -50.9% | -4.3% |
| 6M | -17.3% | +67.3% | -84.6% | -21.1% |
| YTD | -19.6% | +43.6% | -63.1% | -22.4% |
| 1Y | -21.0% | +89.2% | -110.3% | -25.7% |
| 3Y | -12.1% | +502.5% | -514.6% | -26.6% |
| All | -16.5% | +172.0% | -188.5% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling