+335.7%
C vs OTIS
+97.1%
+238.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.6% | -0.7% | +4.4% | +4.0% |
| 30D | +0.1% | -2.0% | +2.1% | +1.0% |
| 3M | +2.4% | +2.6% | -0.1% | +0.6% |
| 6M | +24.9% | -20.9% | +45.9% | +40.1% |
| YTD | +19.8% | -17.1% | +36.9% | +30.7% |
| 1Y | +44.9% | -15.9% | +60.8% | +56.3% |
| 3Y | +263.0% | -12.7% | +275.7% | +272.1% |
| 5Y | +129.5% | -15.7% | +145.3% | +135.3% |
| All | +335.7% | +97.1% | +238.6% | +195.4% |
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