+1,329.4%
ASX vs OTIS
+115.8%
+1,213.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.4% |
| 7D | +12.4% | -1.3% | +13.7% | +12.9% |
| 30D | -19.8% | +12.8% | -32.6% | -24.2% |
| 3M | -10.3% | +7.4% | -17.7% | -13.8% |
| 6M | +1.2% | +7.7% | -6.5% | -3.4% |
| YTD | +123.0% | -9.3% | +132.3% | +129.6% |
| 1Y | +145.4% | -12.1% | +157.5% | +156.3% |
| 3Y | +368.6% | +0.6% | +368.0% | +344.8% |
| 5Y | +486.0% | -1.1% | +487.1% | +450.7% |
| All | +1,329.4% | +115.8% | +1,213.7% | +1,034.3% |
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 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