-6.5%
ASX vs OTIS
+4.0%
-10.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +5.9% |
| 7D | -19.9% | +4.2% | -24.2% | -17.1% |
| 30D | -30.9% | +20.1% | -51.0% | -21.5% |
| 3M | -15.1% | +7.6% | -22.7% | -8.3% |
| 6M | -6.5% | +4.2% | -10.7% | +5.8% |
| All | -6.5% | +4.0% | -10.5% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling