-2.3%
F vs OTIS
-12.0%
+9.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +1.0% | +1.7% | -0.7% | +0.4% |
| 30D | +2.1% | +18.5% | -16.3% | -3.1% |
| 3M | -10.3% | +7.9% | -18.1% | -12.4% |
| 6M | +3.3% | +5.7% | -2.4% | +1.4% |
| YTD | -2.0% | -9.1% | +7.1% | -0.1% |
| 1Y | -2.3% | -11.6% | +9.3% | +1.3% |
| All | -2.3% | -12.0% | +9.7% | +1.3% |
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 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