-12.4%
OTIS vs NXT
+168.4%
-180.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.0% |
| 7D | -5.0% | -2.6% | -2.4% | -4.9% |
| 30D | -6.5% | -22.4% | +15.9% | -5.4% |
| 3M | -2.0% | -27.3% | +25.4% | -0.7% |
| 6M | -20.2% | -28.5% | +8.3% | -19.5% |
| YTD | -21.0% | -6.6% | -14.4% | -21.8% |
| 1Y | -20.9% | +20.4% | -41.2% | -23.4% |
| 3Y | -13.3% | +90.9% | -104.2% | -21.4% |
| All | -12.4% | +168.4% | -180.8% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling