+69.1%
OTIS vs NYT
+153.1%
-84.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -3.0% | -0.6% | -2.4% | -2.9% |
| 30D | -6.0% | +4.6% | -10.6% | -6.7% |
| 3M | -0.9% | -9.6% | +8.7% | +0.5% |
| 6M | -17.3% | -14.0% | -3.3% | -15.6% |
| YTD | -19.6% | -2.8% | -16.7% | -19.7% |
| 1Y | -21.0% | +15.6% | -36.6% | -23.5% |
| 3Y | -12.1% | +56.3% | -68.4% | -19.9% |
| 5Y | -17.1% | +39.5% | -56.6% | -26.4% |
| All | +69.1% | +153.1% | -84.0% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling