+224.2%
LOW vs OTIS
+93.9%
+130.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.1% |
| 7D | +0.4% | -0.8% | +1.1% | +0.7% |
| 30D | -10.1% | -4.7% | -5.4% | -8.2% |
| 3M | -2.9% | +1.2% | -4.1% | -3.3% |
| 6M | -19.4% | -20.5% | +1.1% | -11.3% |
| YTD | -15.4% | -18.4% | +3.0% | -8.1% |
| 1Y | -24.9% | -18.1% | -6.9% | -18.6% |
| 3Y | -7.8% | -10.6% | +2.7% | -4.8% |
| 5Y | +8.4% | -16.1% | +24.5% | +11.6% |
| All | +224.2% | +93.9% | +130.3% | +191.2% |
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