-11.0%
OTIS vs NTRS
+37.4%
-48.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | 0.0% |
| 7D | +6.5% | -0.9% | +7.4% | +6.6% |
| 30D | +19.6% | +1.1% | +18.5% | +19.5% |
| 3M | +9.4% | -6.6% | +16.0% | +10.1% |
| 6M | +6.4% | +7.1% | -0.7% | +4.9% |
| YTD | -7.5% | +27.4% | -34.8% | -12.8% |
| 1Y | -11.0% | +36.5% | -47.5% | -17.5% |
| All | -11.0% | +37.4% | -48.4% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling