+632.4%
GEV vs OTIS
-27.0%
+659.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.6% |
| 7D | +1.6% | -3.0% | +4.6% | +1.7% |
| 30D | -7.9% | -6.0% | -1.9% | -7.8% |
| 3M | +5.6% | -0.9% | +6.5% | +5.5% |
| 6M | +13.1% | -17.3% | +30.4% | +12.8% |
| YTD | +46.7% | -19.6% | +66.3% | +46.3% |
| 1Y | +51.3% | -21.0% | +72.3% | +51.0% |
| All | +632.4% | -27.0% | +659.4% | +608.9% |
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