+29.9%
ALL vs OTIS
-13.3%
+43.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | 0.0% | -3.0% | +2.9% | +1.0% |
| 30D | +12.8% | +14.0% | -1.2% | +8.4% |
| 3M | +4.7% | +4.9% | -0.2% | +3.0% |
| 6M | +24.9% | +5.4% | +19.6% | +22.5% |
| YTD | +30.0% | -10.2% | +40.2% | +33.1% |
| 1Y | +29.9% | -13.4% | +43.3% | +34.8% |
| All | +29.9% | -13.3% | +43.2% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling