+306.3%
META vs OTIS
+97.1%
+209.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +6.7% | -0.7% | +7.4% | +7.0% |
| 30D | +4.8% | -2.0% | +6.8% | +5.6% |
| 3M | -1.6% | +2.6% | -4.2% | -2.9% |
| 6M | -7.5% | -20.9% | +13.5% | +1.7% |
| YTD | -6.4% | -17.1% | +10.7% | +0.5% |
| 1Y | -17.3% | -15.9% | -1.4% | -12.0% |
| 3Y | +109.9% | -12.7% | +122.7% | +113.2% |
| 5Y | +65.4% | -15.7% | +81.1% | +63.8% |
| All | +306.3% | +97.1% | +209.2% | +246.6% |
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