+358.7%
ALAB vs OTIS
-27.9%
+386.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -5.4% |
| 7D | +0.6% | -5.0% | +5.6% | +0.4% |
| 30D | -8.8% | -6.5% | -2.3% | -9.0% |
| 3M | -14.0% | -2.0% | -12.1% | -14.2% |
| 6M | +144.3% | -20.2% | +164.5% | +145.4% |
| YTD | +71.0% | -21.0% | +92.0% | +71.2% |
| 1Y | +23.5% | -20.9% | +44.4% | +23.3% |
| All | +358.7% | -27.9% | +386.6% | +346.3% |
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