-10.6%
OTIS vs NXT
+171.8%
-182.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.9% |
| 7D | -2.2% | -0.2% | -1.9% | -2.2% |
| 30D | -4.3% | -20.0% | +15.6% | -3.4% |
| 3M | -2.2% | -30.9% | +28.8% | -0.7% |
| 6M | -19.9% | -23.8% | +3.9% | -19.5% |
| YTD | -19.3% | -5.4% | -13.9% | -20.3% |
| 1Y | -19.6% | +28.0% | -47.6% | -22.4% |
| 3Y | -11.5% | +93.3% | -104.8% | -19.8% |
| All | -10.6% | +171.8% | -182.4% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling