+44.6%
C vs OTIS
-18.7%
+63.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +2.6% | -2.2% | +4.7% | +3.1% |
| 30D | +1.9% | -4.3% | +6.2% | +2.9% |
| 3M | +2.8% | -2.2% | +5.0% | +3.1% |
| 6M | +30.6% | -19.9% | +50.5% | +35.9% |
| YTD | +19.9% | -19.3% | +39.2% | +25.1% |
| 1Y | +44.6% | -19.6% | +64.1% | +49.0% |
| All | +44.6% | -18.7% | +63.3% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling