+116.1%
ALL vs OTIS
-17.1%
+133.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -2.2% | -2.2% | -0.1% | -1.4% |
| 30D | -5.6% | -4.3% | -1.3% | -4.0% |
| 3M | +17.2% | -2.2% | +19.4% | +18.0% |
| 6M | +23.2% | -19.9% | +43.2% | +33.6% |
| YTD | +23.6% | -19.3% | +42.9% | +33.4% |
| 1Y | +29.2% | -19.6% | +48.7% | +39.4% |
| 3Y | +153.8% | -11.5% | +165.4% | +157.0% |
| 5Y | +116.1% | -16.8% | +132.9% | +111.7% |
| All | +116.1% | -17.1% | +133.2% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling