+156.0%
B vs OTIS
-16.2%
+172.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.0% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | +1.4% | -4.7% | +6.1% | +2.8% |
| 3M | +12.2% | +1.2% | +11.0% | +11.6% |
| 6M | -2.1% | -20.5% | +18.4% | +4.2% |
| YTD | +2.9% | -18.4% | +21.4% | +8.6% |
| 1Y | +55.3% | -18.1% | +73.4% | +63.1% |
| 3Y | +198.7% | -10.6% | +209.2% | +204.5% |
| All | +156.0% | -16.2% | +172.2% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling