+37.3%
IR vs OTIS
-17.1%
+54.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.2% |
| 7D | -1.9% | -2.2% | +0.3% | -0.3% |
| 30D | -15.0% | -4.3% | -10.7% | -12.2% |
| 3M | -0.4% | -2.2% | +1.8% | +1.1% |
| 6M | -15.0% | -19.9% | +4.9% | +0.1% |
| YTD | -7.1% | -19.3% | +12.3% | +8.7% |
| 1Y | -7.5% | -19.6% | +12.0% | +8.3% |
| 3Y | +6.3% | -11.5% | +17.8% | +9.6% |
| 5Y | +37.3% | -16.8% | +54.1% | +39.1% |
| All | +37.3% | -17.1% | +54.4% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling