+349.4%
ADI vs OTIS
+93.9%
+255.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | +2.4% | -0.8% | +3.2% | +2.8% |
| 30D | -6.6% | -4.7% | -1.8% | -4.5% |
| 3M | -9.8% | +1.2% | -11.0% | -10.8% |
| 6M | +15.7% | -20.5% | +36.2% | +28.2% |
| YTD | +35.1% | -18.4% | +53.6% | +47.6% |
| 1Y | +47.7% | -18.1% | +65.8% | +60.7% |
| 3Y | +114.5% | -10.6% | +125.0% | +122.6% |
| 5Y | +141.2% | -16.1% | +157.3% | +148.5% |
| All | +349.4% | +93.9% | +255.5% | +320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling