+66.1%
OTIS vs NVMI
+1,265.8%
-1,199.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -5.0% | +3.8% | -8.8% | -5.5% |
| 30D | -6.5% | -7.6% | +1.1% | -5.7% |
| 3M | -2.0% | -28.0% | +26.0% | +1.4% |
| 6M | -20.2% | -15.3% | -4.9% | -20.0% |
| YTD | -21.0% | +11.5% | -32.4% | -24.6% |
| 1Y | -20.9% | +31.6% | -52.5% | -27.0% |
| 3Y | -13.3% | +207.0% | -220.3% | -36.9% |
| 5Y | -18.5% | +262.8% | -281.4% | -44.5% |
| All | +66.1% | +1,265.8% | -1,199.7% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling