+29.2%
ALL vs OTIS
-12.5%
+41.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.1% |
| 3M | +3.2% | +7.4% | -4.2% | +0.8% |
| 6M | +25.3% | +7.7% | +17.6% | +22.0% |
| YTD | +30.5% | -9.3% | +39.7% | +33.0% |
| 1Y | +29.2% | -12.1% | +41.3% | +33.5% |
| All | +29.2% | -12.5% | +41.7% | +33.5% |
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