-16.5%
OTIS vs NVMI
+261.9%
-278.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.6% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -6.0% | -8.4% | +2.4% | -5.2% |
| 3M | -0.9% | -33.6% | +32.7% | +3.4% |
| 6M | -17.3% | -14.7% | -2.7% | -17.2% |
| YTD | -19.6% | +13.2% | -32.8% | -23.3% |
| 1Y | -21.0% | +29.0% | -50.0% | -26.7% |
| 3Y | -12.1% | +215.0% | -227.1% | -37.4% |
| All | -16.5% | +261.9% | -278.4% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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