+229.4%
B vs OTIS
+97.1%
+132.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | +9.4% | -2.0% | +11.4% | +9.9% |
| 3M | +5.0% | +2.6% | +2.4% | +4.4% |
| 6M | -3.5% | -20.9% | +17.4% | +0.6% |
| YTD | +4.5% | -17.1% | +21.6% | +7.9% |
| 1Y | +67.8% | -15.9% | +83.7% | +72.5% |
| 3Y | +196.7% | -12.7% | +209.4% | +203.7% |
| 5Y | +151.9% | -15.7% | +167.7% | +153.8% |
| All | +229.4% | +97.1% | +132.3% | +235.2% |
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