+228.2%
B vs OTIS
+91.8%
+136.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +1.0% | -2.2% | +3.2% | +1.5% |
| 30D | +9.5% | -4.3% | +13.8% | +10.4% |
| 3M | +14.3% | -2.2% | +16.5% | +14.7% |
| 6M | -1.9% | -19.9% | +18.0% | +2.2% |
| YTD | +4.1% | -19.3% | +23.4% | +8.1% |
| 1Y | +56.1% | -19.6% | +75.7% | +61.9% |
| 3Y | +202.0% | -11.5% | +213.5% | +208.9% |
| 5Y | +158.8% | -16.8% | +175.6% | +161.9% |
| All | +228.2% | +91.8% | +136.4% | +235.8% |
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 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