+527.5%
APP vs OTIS
+20.6%
+506.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.4% |
| 7D | +4.6% | -1.3% | +5.9% | +5.3% |
| 30D | +56.0% | +12.8% | +43.2% | +45.9% |
| 3M | +30.8% | +7.4% | +23.5% | +25.2% |
| 6M | -9.8% | +7.7% | -17.5% | -14.8% |
| YTD | -39.3% | -9.3% | -30.0% | -37.4% |
| 1Y | -26.4% | -12.1% | -14.3% | -22.7% |
| 3Y | +887.9% | +0.6% | +887.3% | +758.2% |
| 5Y | +264.1% | -1.1% | +265.2% | +199.4% |
| All | +527.5% | +20.6% | +506.9% | +369.7% |
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 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