-27.5%
ON vs OTIS
-12.0%
-15.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.4% |
| 7D | -1.9% | -2.2% | +0.3% | -0.8% |
| 30D | -11.0% | -4.3% | -6.7% | -9.1% |
| 3M | -39.3% | -2.2% | -37.2% | -39.1% |
| 6M | +19.8% | -19.9% | +39.7% | +35.0% |
| YTD | +31.1% | -19.3% | +50.4% | +46.4% |
| 1Y | +46.0% | -19.6% | +65.6% | +62.7% |
| All | -27.5% | -12.0% | -15.5% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling