+107.3%
META vs OTIS
-12.6%
+119.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +6.7% | -0.7% | +7.4% | +6.9% |
| 30D | +4.8% | -2.0% | +6.8% | +5.3% |
| 3M | -1.6% | +2.6% | -4.2% | -2.4% |
| 6M | -7.5% | -20.9% | +13.5% | -1.8% |
| YTD | -6.4% | -17.1% | +10.7% | -2.0% |
| 1Y | -17.3% | -15.9% | -1.4% | -14.0% |
| All | +107.3% | -12.6% | +119.9% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling