-12.0%
OTIS vs NVD
-99.1%
+87.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -3.0% | +10.8% | -13.8% | -2.9% |
| 30D | -6.0% | +0.8% | -6.8% | -6.0% |
| 3M | -0.9% | -20.8% | +20.0% | -1.0% |
| 6M | -17.3% | -41.2% | +23.8% | -17.8% |
| YTD | -19.6% | -44.2% | +24.6% | -20.0% |
| 1Y | -21.0% | -54.2% | +33.1% | -21.7% |
| 3Y | -12.1% | -99.1% | +87.0% | -25.5% |
| All | -12.0% | -99.1% | +87.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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