+346.0%
F vs OTIS
+97.1%
+248.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.7% |
| 7D | +5.3% | -0.7% | +6.1% | +5.7% |
| 30D | +4.6% | -2.0% | +6.6% | +5.6% |
| 3M | -3.7% | +2.6% | -6.2% | -5.4% |
| 6M | +16.8% | -20.9% | +37.7% | +31.7% |
| YTD | +15.3% | -17.1% | +32.4% | +26.3% |
| 1Y | +31.0% | -15.9% | +46.9% | +42.2% |
| 3Y | +45.4% | -12.7% | +58.2% | +49.9% |
| 5Y | +54.7% | -15.7% | +70.4% | +57.9% |
| All | +346.0% | +97.1% | +248.9% | +240.7% |
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