-20.9%
OTIS vs NXT
+26.5%
-47.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.0% |
| 7D | -5.0% | -2.6% | -2.4% | -5.0% |
| 30D | -6.5% | -22.4% | +15.9% | -6.5% |
| 3M | -2.0% | -27.3% | +25.4% | -2.0% |
| 6M | -20.2% | -28.5% | +8.3% | -20.1% |
| YTD | -21.0% | -6.6% | -14.4% | -21.3% |
| 1Y | -20.9% | +20.4% | -41.2% | -21.9% |
| All | -20.9% | +26.5% | -47.3% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling