-3.3%
ONDS vs OTIS
-19.2%
+15.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.6% |
| 7D | -5.0% | -5.0% | 0.0% | -2.2% |
| 30D | -25.6% | -6.5% | -19.1% | -22.8% |
| 3M | -22.1% | -2.0% | -20.2% | -22.3% |
| 6M | -27.6% | -20.2% | -7.4% | -18.2% |
| YTD | -25.7% | -21.0% | -4.7% | -15.9% |
| 1Y | +30.4% | -20.9% | +51.3% | +46.1% |
| 3Y | +695.0% | -13.3% | +708.3% | +675.0% |
| All | -3.3% | -19.2% | +15.9% | -8.7% |
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