+267.7%
F vs OTIS
+114.5%
+153.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -3.1% | -1.8% | -1.3% | -2.1% |
| 30D | 0.0% | +12.1% | -12.1% | -5.9% |
| 3M | -13.2% | +6.8% | -20.0% | -16.3% |
| 6M | -10.2% | +7.1% | -17.3% | -13.8% |
| YTD | -4.9% | -9.8% | +4.8% | -0.6% |
| 1Y | -6.1% | -12.6% | +6.5% | -0.1% |
| 3Y | +46.0% | +0.1% | +45.9% | +39.4% |
| 5Y | -15.7% | -1.7% | -14.0% | -20.1% |
| All | +267.7% | +114.5% | +153.2% | +168.2% |
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