+305.4%
ALL vs OTIS
+97.1%
+208.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | 0.0% | -0.7% | +0.8% | +0.3% |
| 30D | -1.5% | -2.0% | +0.5% | -0.8% |
| 3M | +23.6% | +2.6% | +21.1% | +22.2% |
| 6M | +22.3% | -20.9% | +43.3% | +33.4% |
| YTD | +26.5% | -17.1% | +43.6% | +35.2% |
| 1Y | +27.0% | -15.9% | +42.9% | +34.8% |
| 3Y | +149.6% | -12.7% | +162.3% | +156.4% |
| 5Y | +118.1% | -15.7% | +133.8% | +122.6% |
| All | +305.4% | +97.1% | +208.3% | +207.3% |
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