-16.5%
OTIS vs NUE
+146.6%
-163.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | -3.0% | -0.6% | -2.3% | -2.8% |
| 30D | -6.0% | -4.6% | -1.5% | -5.2% |
| 3M | -0.9% | -0.3% | -0.6% | -1.2% |
| 6M | -17.3% | +51.9% | -69.2% | -25.0% |
| YTD | -19.6% | +60.0% | -79.5% | -28.0% |
| 1Y | -21.0% | +82.9% | -103.9% | -31.6% |
| 3Y | -12.1% | +66.0% | -78.1% | -23.8% |
| All | -16.5% | +146.6% | -163.1% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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