+318.0%
ALL vs OTIS
+115.8%
+202.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | 0.0% |
| 7D | +5.0% | -1.3% | +6.3% | +5.5% |
| 30D | +13.3% | +12.8% | +0.5% | +8.2% |
| 3M | +3.2% | +7.4% | -4.2% | +0.3% |
| 6M | +25.3% | +7.7% | +17.6% | +21.4% |
| YTD | +30.5% | -9.3% | +39.7% | +34.6% |
| 1Y | +29.2% | -12.1% | +41.3% | +34.9% |
| 3Y | +119.1% | +0.6% | +118.5% | +112.6% |
| 5Y | +162.6% | -1.1% | +163.7% | +152.4% |
| All | +318.0% | +115.8% | +202.3% | +205.8% |
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 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