+113.1%
ADI vs OTIS
-13.8%
+126.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | 0.0% |
| 7D | +1.3% | -5.0% | +6.4% | +3.9% |
| 30D | -6.0% | -6.5% | +0.5% | -2.9% |
| 3M | -7.7% | -2.0% | -5.8% | -7.5% |
| 6M | +14.0% | -20.2% | +34.2% | +27.5% |
| YTD | +34.4% | -21.0% | +55.4% | +50.6% |
| 1Y | +48.0% | -20.9% | +68.8% | +65.2% |
| All | +113.1% | -13.8% | +126.9% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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