+257.6%
ALAB vs OTIS
-17.3%
+274.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -2.4% |
| 7D | +16.3% | -1.3% | +17.6% | +16.1% |
| 30D | -26.1% | +12.8% | -38.9% | -24.9% |
| 3M | -31.3% | +7.4% | -38.7% | -30.3% |
| 6M | -1.0% | +7.7% | -8.7% | +0.5% |
| YTD | +33.3% | -9.3% | +42.6% | +35.7% |
| 1Y | +53.5% | -12.1% | +65.7% | +57.2% |
| All | +257.6% | -17.3% | +274.9% | +253.8% |
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