+12.2%
IOT vs OTIS
-14.9%
+27.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -2.3% | -0.7% | -1.6% | -2.3% |
| 30D | +3.8% | -2.0% | +5.8% | +4.0% |
| 3M | +14.2% | +2.6% | +11.6% | +14.8% |
| 6M | +40.1% | -20.9% | +61.0% | +40.9% |
| YTD | +13.4% | -17.1% | +30.5% | +13.2% |
| 1Y | +12.2% | -15.9% | +28.1% | +9.3% |
| All | +12.2% | -14.9% | +27.1% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling