+89.3%
IYR vs OTIS
+93.9%
-4.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | -2.5% | -4.7% | +2.2% | -0.5% |
| 3M | +1.5% | +1.2% | +0.2% | +0.7% |
| 6M | +3.9% | -20.5% | +24.4% | +14.2% |
| YTD | +9.5% | -18.4% | +28.0% | +18.9% |
| 1Y | +7.5% | -18.1% | +25.5% | +16.2% |
| 3Y | +30.8% | -10.6% | +41.3% | +33.1% |
| 5Y | +4.8% | -16.1% | +20.9% | +7.5% |
| All | +89.3% | +93.9% | -4.6% | +42.3% |
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 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