+25.8%
ON vs OTIS
-0.1%
+26.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | +17.0% | -3.0% | +20.0% | +19.6% |
| 30D | -3.9% | +14.0% | -17.8% | -13.9% |
| 3M | -11.5% | +4.9% | -16.4% | -15.9% |
| 6M | -29.2% | +5.4% | -34.5% | -33.6% |
| YTD | +36.2% | -10.2% | +46.4% | +45.1% |
| 1Y | +49.6% | -13.4% | +63.0% | +64.6% |
| 3Y | +9.4% | -0.7% | +10.1% | -3.4% |
| 5Y | +25.8% | -2.1% | +27.9% | +9.4% |
| All | +25.8% | -0.1% | +26.0% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling