-23.3%
ONON vs OTIS
-16.9%
-6.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.9% |
| 7D | -3.5% | -2.2% | -1.3% | -2.0% |
| 30D | -30.8% | -4.3% | -26.5% | -28.8% |
| 3M | -29.8% | -2.2% | -27.7% | -28.9% |
| 6M | -34.8% | -19.9% | -14.9% | -25.0% |
| YTD | -42.3% | -19.3% | -22.9% | -34.0% |
| 1Y | -39.5% | -19.6% | -20.0% | -30.9% |
| 3Y | -9.3% | -11.5% | +2.2% | -14.3% |
| All | -23.3% | -16.9% | -6.4% | -33.8% |
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