+283.8%
IR vs OTIS
+97.1%
+186.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -2.8% | -0.7% | -2.1% | -2.3% |
| 30D | -15.1% | -2.0% | -13.1% | -14.1% |
| 3M | +6.1% | +2.6% | +3.5% | +4.3% |
| 6M | -16.8% | -20.9% | +4.1% | -3.2% |
| YTD | -3.5% | -17.1% | +13.6% | +8.7% |
| 1Y | -3.5% | -15.9% | +12.4% | +7.8% |
| 3Y | +9.5% | -12.7% | +22.2% | +16.6% |
| 5Y | +45.1% | -15.7% | +60.8% | +54.6% |
| All | +283.8% | +97.1% | +186.7% | +196.1% |
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 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