-21.7%
ONON vs OTIS
-17.1%
-4.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +0.9% |
| 7D | -2.1% | -3.0% | +0.9% | -0.1% |
| 30D | -11.6% | -6.0% | -5.6% | -8.0% |
| 3M | -30.1% | -0.9% | -29.2% | -29.8% |
| 6M | -30.5% | -17.3% | -13.2% | -21.7% |
| YTD | -41.0% | -19.6% | -21.5% | -32.4% |
| 1Y | -36.7% | -21.0% | -15.7% | -26.8% |
| 3Y | -8.6% | -12.1% | +3.5% | -13.2% |
| All | -21.7% | -17.1% | -4.6% | -32.2% |
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