+267.2%
ALAB vs OTIS
-18.1%
+285.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +26.9% | -3.0% | +29.9% | +26.3% |
| 30D | -30.0% | +14.0% | -44.0% | -28.9% |
| 3M | -28.5% | +4.9% | -33.5% | -27.7% |
| 6M | +11.4% | +5.4% | +6.1% | +12.9% |
| YTD | +36.9% | -10.2% | +47.1% | +39.1% |
| 1Y | +44.4% | -13.4% | +57.7% | +47.7% |
| All | +267.2% | -18.1% | +285.3% | +262.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling