+336.0%
C vs OTIS
+91.8%
+244.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | +2.6% | -2.2% | +4.7% | +3.7% |
| 30D | +1.9% | -4.3% | +6.2% | +4.1% |
| 3M | +2.8% | -2.2% | +5.0% | +3.5% |
| 6M | +30.6% | -19.9% | +50.5% | +45.3% |
| YTD | +19.9% | -19.3% | +39.2% | +32.5% |
| 1Y | +44.6% | -19.6% | +64.1% | +59.6% |
| 3Y | +272.1% | -11.5% | +283.7% | +277.5% |
| 5Y | +132.0% | -16.8% | +148.7% | +139.2% |
| All | +336.0% | +91.8% | +244.2% | +199.6% |
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