+69.1%
OTIS vs NTRS
+251.7%
-182.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -3.0% | +1.4% | -4.3% | -3.4% |
| 30D | -6.0% | -0.7% | -5.4% | -5.9% |
| 3M | -0.9% | +11.3% | -12.2% | -4.5% |
| 6M | -17.3% | +35.5% | -52.9% | -25.5% |
| YTD | -19.6% | +40.6% | -60.2% | -28.7% |
| 1Y | -21.0% | +49.2% | -70.2% | -31.5% |
| 3Y | -12.1% | +167.2% | -179.3% | -39.0% |
| 5Y | -17.1% | +94.9% | -112.0% | -37.0% |
| All | +69.1% | +251.7% | -182.7% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling