+576.1%
ON vs OTIS
+115.8%
+460.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.7% | -4.2% |
| 7D | +12.2% | -1.3% | +13.5% | +13.0% |
| 30D | -3.1% | +12.8% | -15.9% | -10.7% |
| 3M | -12.9% | +7.4% | -20.3% | -17.6% |
| 6M | -38.6% | +7.7% | -46.3% | -42.4% |
| YTD | +31.2% | -9.3% | +40.5% | +36.8% |
| 1Y | +47.6% | -12.1% | +59.7% | +57.0% |
| 3Y | +6.6% | +0.6% | +6.0% | +1.2% |
| 5Y | +21.3% | -1.1% | +22.4% | +15.3% |
| All | +576.1% | +115.8% | +460.4% | +460.3% |
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