+304.5%
NDAQ vs OTIS
+115.8%
+188.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | +1.3% | -1.3% | +2.5% | +1.8% |
| 30D | +18.0% | +12.8% | +5.2% | +12.5% |
| 3M | +11.5% | +7.4% | +4.1% | +8.3% |
| 6M | +21.1% | +7.7% | +13.4% | +17.2% |
| YTD | +12.8% | -9.3% | +22.1% | +16.4% |
| 1Y | +25.7% | -12.1% | +37.8% | +31.4% |
| 3Y | +116.8% | +0.6% | +116.2% | +109.6% |
| 5Y | +67.3% | -1.1% | +68.3% | +60.2% |
| All | +304.5% | +115.8% | +188.8% | +189.4% |
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