-10.9%
OTIS vs NXT
+96.6%
-107.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -0.8% | +2.9% | -3.6% | -0.9% |
| 30D | -4.7% | -17.2% | +12.5% | -4.1% |
| 3M | +1.2% | -32.0% | +33.2% | +2.5% |
| 6M | -20.5% | -15.8% | -4.8% | -20.5% |
| YTD | -18.4% | -1.9% | -16.5% | -19.4% |
| 1Y | -18.1% | +22.5% | -40.6% | -20.4% |
| All | -10.9% | +96.6% | -107.5% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling