-12.1%
OTIS vs NTRS
+168.2%
-180.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | -3.0% | +1.4% | -4.3% | -3.3% |
| 30D | -6.0% | -0.7% | -5.4% | -5.9% |
| 3M | -0.9% | +11.3% | -12.2% | -3.7% |
| 6M | -17.3% | +35.5% | -52.9% | -23.9% |
| YTD | -19.6% | +40.6% | -60.2% | -27.0% |
| 1Y | -21.0% | +49.2% | -70.2% | -29.6% |
| 3Y | -12.1% | +167.2% | -179.3% | -36.1% |
| All | -12.1% | +168.2% | -180.2% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling