+304.1%
META vs OTIS
+93.9%
+210.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +6.0% | -0.8% | +6.8% | +6.4% |
| 30D | +3.6% | -4.7% | +8.3% | +5.7% |
| 3M | +4.9% | +1.2% | +3.7% | +4.1% |
| 6M | -4.7% | -20.5% | +15.8% | +4.5% |
| YTD | -6.9% | -18.4% | +11.6% | +0.7% |
| 1Y | -18.2% | -18.1% | -0.1% | -11.9% |
| 3Y | +107.8% | -10.6% | +118.3% | +108.2% |
| 5Y | +63.9% | -16.1% | +80.0% | +63.0% |
| All | +304.1% | +93.9% | +210.2% | +247.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling