+66.1%
OTIS vs NTRA
+1,709.9%
-1,643.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.9% |
| 7D | -5.0% | -0.5% | -4.6% | -5.0% |
| 30D | -6.5% | +4.3% | -10.8% | -6.9% |
| 3M | -2.0% | +50.6% | -52.6% | -6.0% |
| 6M | -20.2% | +63.9% | -84.1% | -24.3% |
| YTD | -21.0% | +42.4% | -63.3% | -24.2% |
| 1Y | -20.9% | +92.1% | -112.9% | -26.4% |
| 3Y | -13.3% | +501.7% | -515.1% | -29.7% |
| 5Y | -18.5% | +171.4% | -190.0% | -30.6% |
| All | +66.1% | +1,709.9% | -1,643.8% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling