-47.1%
OPEN vs OTIS
-14.9%
-32.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -4.3% | -0.7% | -3.5% | -3.9% |
| 30D | -16.2% | -2.0% | -14.2% | -15.5% |
| 3M | -36.4% | +2.6% | -38.9% | -38.2% |
| 6M | -35.5% | -20.9% | -14.5% | -18.5% |
| YTD | -46.0% | -17.1% | -28.9% | -38.4% |
| 1Y | -47.1% | -15.9% | -31.2% | -72.2% |
| All | -47.1% | -14.9% | -32.2% | -72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling