+279.2%
F vs OTIS
+116.3%
+162.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +1.0% | +1.7% | -0.7% | +0.1% |
| 30D | +2.1% | +18.5% | -16.3% | -6.7% |
| 3M | -10.3% | +7.9% | -18.1% | -14.0% |
| 6M | +3.3% | +5.7% | -2.4% | -0.3% |
| YTD | -2.0% | -9.1% | +7.1% | +2.1% |
| 1Y | -2.3% | -11.6% | +9.3% | +3.3% |
| 3Y | +49.9% | +0.6% | +49.3% | +42.7% |
| 5Y | -12.5% | +1.8% | -14.3% | -18.3% |
| All | +279.2% | +116.3% | +162.9% | +175.3% |
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