+49.6%
ON vs OTIS
-19.0%
+68.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +0.5% |
| 7D | -4.7% | -5.0% | +0.3% | -0.7% |
| 30D | -13.5% | -6.5% | -7.0% | -8.9% |
| 3M | -36.3% | -2.0% | -34.4% | -36.2% |
| 6M | +17.8% | -20.2% | +37.9% | +40.0% |
| YTD | +29.6% | -21.0% | +50.6% | +54.4% |
| 1Y | +45.8% | -20.9% | +66.6% | +72.5% |
| 3Y | -28.3% | -13.3% | -15.0% | -27.8% |
| 5Y | +49.6% | -18.5% | +68.2% | +49.7% |
| All | +49.6% | -19.0% | +68.6% | +49.7% |
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