+607.7%
ON vs OTIS
+97.1%
+510.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +2.4% | -0.7% | +3.2% | +2.9% |
| 30D | -3.3% | -2.0% | -1.3% | -2.2% |
| 3M | -43.6% | +2.6% | -46.1% | -45.1% |
| 6M | +19.0% | -20.9% | +39.9% | +37.3% |
| YTD | +37.4% | -17.1% | +54.5% | +52.9% |
| 1Y | +54.8% | -15.9% | +70.7% | +70.0% |
| 3Y | -25.2% | -12.7% | -12.4% | -21.3% |
| 5Y | +62.7% | -15.7% | +78.5% | +69.3% |
| All | +607.7% | +97.1% | +510.6% | +526.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling