+46.5%
F vs OTIS
-14.6%
+61.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.3% |
| 7D | +1.2% | -0.8% | +1.9% | +1.7% |
| 30D | +1.2% | -4.7% | +6.0% | +4.1% |
| 3M | -5.7% | +1.2% | -6.9% | -6.8% |
| 6M | +17.9% | -20.5% | +38.5% | +34.7% |
| YTD | +10.4% | -18.4% | +28.9% | +23.6% |
| 1Y | +25.3% | -18.1% | +43.4% | +39.6% |
| 3Y | +37.5% | -10.6% | +48.0% | +35.0% |
| 5Y | +46.5% | -16.1% | +62.6% | +41.3% |
| All | +46.5% | -14.6% | +61.1% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling