+606.9%
GEV vs OTIS
-28.3%
+635.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -2.8% |
| 7D | -1.9% | -5.0% | +3.1% | -1.8% |
| 30D | -8.7% | -6.5% | -2.2% | -8.6% |
| 3M | +6.6% | -2.0% | +8.6% | +6.5% |
| 6M | +10.2% | -20.2% | +30.4% | +10.0% |
| YTD | +41.6% | -21.0% | +62.6% | +41.3% |
| 1Y | +43.9% | -20.9% | +64.7% | +43.5% |
| All | +606.9% | -28.3% | +635.2% | +584.6% |
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