+18.5%
ONDS vs OTIS
+15.7%
+2.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.8% |
| 7D | -4.2% | -2.2% | -2.0% | -3.2% |
| 30D | -21.7% | -4.3% | -17.4% | -20.0% |
| 3M | -24.5% | -2.2% | -22.3% | -24.4% |
| 6M | -25.0% | -19.9% | -5.1% | -16.6% |
| YTD | -25.3% | -19.3% | -6.0% | -17.6% |
| 1Y | +33.8% | -19.6% | +53.3% | +46.8% |
| 3Y | +699.3% | -11.5% | +710.9% | +689.6% |
| 5Y | -5.2% | -16.8% | +11.6% | -10.8% |
| All | +18.5% | +15.7% | +2.8% | +9.5% |
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