+310.3%
F vs OTIS
+91.8%
+218.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.4% |
| 7D | -4.9% | -2.2% | -2.7% | -3.7% |
| 30D | -2.9% | -4.3% | +1.4% | -0.6% |
| 3M | -9.1% | -2.2% | -6.9% | -8.3% |
| 6M | +12.9% | -19.9% | +32.8% | +26.4% |
| YTD | +6.1% | -19.3% | +25.4% | +18.0% |
| 1Y | +22.5% | -19.6% | +42.1% | +36.3% |
| 3Y | +32.1% | -11.5% | +43.6% | +34.8% |
| 5Y | +43.7% | -16.8% | +60.5% | +48.1% |
| All | +310.3% | +91.8% | +218.5% | +218.2% |
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 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