+407.3%
GM vs OTIS
+87.9%
+319.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.9% | +3.9% |
| 7D | -1.1% | -5.0% | +4.0% | +1.6% |
| 30D | -3.4% | -6.5% | +3.1% | -0.1% |
| 3M | +8.7% | -2.0% | +10.6% | +9.4% |
| 6M | +15.4% | -20.2% | +35.6% | +29.0% |
| YTD | +6.6% | -21.0% | +27.6% | +19.4% |
| 1Y | +51.5% | -20.9% | +72.3% | +69.5% |
| 3Y | +169.3% | -13.3% | +182.7% | +173.2% |
| 5Y | +81.6% | -18.5% | +100.1% | +86.5% |
| All | +407.3% | +87.9% | +319.4% | +288.2% |
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