-16.5%
OTIS vs NYT
+38.8%
-55.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | -6.0% | +4.6% | -10.6% | -6.9% |
| 3M | -0.9% | -9.6% | +8.7% | +0.9% |
| 6M | -17.3% | -14.0% | -3.3% | -15.1% |
| YTD | -19.6% | -2.8% | -16.7% | -19.9% |
| 1Y | -21.0% | +15.6% | -36.6% | -24.6% |
| 3Y | -12.1% | +56.3% | -68.4% | -23.5% |
| All | -16.5% | +38.8% | -55.3% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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