+54.8%
ON vs OTIS
-14.9%
+69.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +2.4% | -0.7% | +3.2% | +2.5% |
| 30D | -3.3% | -2.0% | -1.3% | -3.0% |
| 3M | -43.6% | +2.6% | -46.1% | -44.2% |
| 6M | +19.0% | -20.9% | +39.9% | +26.5% |
| YTD | +37.4% | -17.1% | +54.5% | +43.4% |
| 1Y | +54.8% | -15.9% | +70.7% | +60.8% |
| All | +54.8% | -14.9% | +69.7% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling