+1,408.2%
ASX vs OTIS
+97.1%
+1,311.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.7% | -0.7% | 0.0% | -0.4% |
| 30D | +2.0% | -2.0% | +4.0% | +2.8% |
| 3M | -1.3% | +2.6% | -3.9% | -3.3% |
| 6M | +71.4% | -20.9% | +92.4% | +89.6% |
| YTD | +135.3% | -17.1% | +152.4% | +153.8% |
| 1Y | +267.5% | -15.9% | +283.4% | +292.5% |
| 3Y | +388.5% | -12.7% | +401.2% | +399.4% |
| 5Y | +417.1% | -15.7% | +432.8% | +420.0% |
| All | +1,408.2% | +97.1% | +1,311.1% | +1,153.9% |
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