+9.9%
IR vs OTIS
-13.3%
+23.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | +4.2% | -3.0% | +7.2% | +6.1% |
| 30D | +8.1% | +14.0% | -5.9% | -1.5% |
| 3M | +0.7% | +4.9% | -4.2% | -2.5% |
| 6M | +16.6% | +5.4% | +11.2% | +12.4% |
| YTD | +7.8% | -10.2% | +18.0% | +13.8% |
| 1Y | +9.9% | -13.4% | +23.3% | +21.0% |
| All | +9.9% | -13.3% | +23.2% | +21.0% |
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