+178.7%
B vs OTIS
+2.0%
+176.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.9% |
| 7D | +7.1% | +1.7% | +5.4% | +6.7% |
| 30D | -3.3% | +18.5% | -21.8% | -8.0% |
| 3M | -2.5% | +7.9% | -10.4% | -4.7% |
| 6M | -7.2% | +5.7% | -12.9% | -8.9% |
| YTD | -7.4% | -9.1% | +1.7% | -5.2% |
| 1Y | +16.4% | -11.6% | +28.0% | +20.2% |
| 3Y | +178.7% | +0.6% | +178.1% | +172.0% |
| All | +178.7% | +2.0% | +176.7% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling