+178.6%
B vs OTIS
+113.5%
+65.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -3.0% |
| 7D | -6.2% | -3.0% | -3.2% | -5.6% |
| 30D | -6.6% | +14.0% | -20.6% | -9.0% |
| 3M | -7.9% | +4.9% | -12.8% | -8.8% |
| 6M | -16.8% | +5.4% | -22.2% | -17.8% |
| YTD | -11.7% | -10.2% | -1.5% | -10.2% |
| 1Y | +3.5% | -13.4% | +16.9% | +5.9% |
| 3Y | +165.7% | -0.7% | +166.4% | +165.8% |
| 5Y | +108.4% | -2.1% | +110.5% | +105.8% |
| All | +178.6% | +113.5% | +65.0% | +178.9% |
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 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