+95.1%
META vs OTIS
+4.7%
+90.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -0.8% | +4.2% | -5.0% | -1.5% |
| 30D | -15.4% | +20.1% | -35.5% | -18.4% |
| 3M | +3.5% | +7.6% | -4.1% | +2.2% |
| 6M | -0.3% | +4.2% | -4.5% | -0.8% |
| YTD | -7.3% | -8.1% | +0.8% | -5.3% |
| 1Y | -1.1% | -11.5% | +10.4% | +2.1% |
| 3Y | +95.1% | +3.8% | +91.3% | +75.1% |
| All | +95.1% | +4.7% | +90.4% | +75.1% |
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 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