+279.5%
F vs OTIS
+118.6%
+160.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.4% |
| 7D | +1.6% | +4.2% | -2.7% | -0.6% |
| 30D | +2.6% | +20.1% | -17.5% | -6.9% |
| 3M | -8.8% | +7.6% | -16.4% | -12.5% |
| 6M | +4.6% | +4.2% | +0.4% | +1.8% |
| YTD | -1.9% | -8.1% | +6.2% | +1.6% |
| 1Y | -0.8% | -11.5% | +10.7% | +4.9% |
| 3Y | +43.5% | +3.8% | +39.7% | +34.2% |
| 5Y | -12.1% | +5.0% | -17.1% | -19.1% |
| All | +279.5% | +118.6% | +160.9% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling