+624.5%
ON vs OTIS
+91.3%
+533.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.8% | +6.7% | +7.4% |
| 7D | +2.4% | -3.0% | +5.3% | +4.4% |
| 30D | -8.6% | -6.0% | -2.6% | -5.0% |
| 3M | -34.3% | -0.9% | -33.5% | -34.6% |
| 6M | +28.5% | -17.3% | +45.9% | +43.9% |
| YTD | +40.6% | -19.6% | +60.2% | +59.7% |
| 1Y | +55.3% | -21.0% | +76.3% | +78.1% |
| 3Y | -22.2% | -12.1% | -10.1% | -18.6% |
| 5Y | +62.4% | -17.1% | +79.5% | +71.5% |
| All | +624.5% | +91.3% | +533.2% | +554.4% |
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