+77.0%
O vs OTIS
+91.3%
-14.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.8% |
| 7D | -2.9% | -3.0% | +0.1% | -1.8% |
| 30D | -4.5% | -6.0% | +1.5% | -2.4% |
| 3M | -2.6% | -0.9% | -1.8% | -2.5% |
| 6M | -5.6% | -17.3% | +11.7% | +0.7% |
| YTD | +9.3% | -19.6% | +28.8% | +17.5% |
| 1Y | +4.3% | -21.0% | +25.3% | +12.7% |
| 3Y | +27.4% | -12.1% | +39.5% | +30.0% |
| 5Y | +17.1% | -17.1% | +34.1% | +20.1% |
| All | +77.0% | +91.3% | -14.3% | +35.7% |
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