-74.2%
OPEN vs OTIS
+35.0%
-109.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -2.2% |
| 7D | -11.4% | -3.0% | -8.5% | -8.5% |
| 30D | -20.1% | -6.0% | -14.0% | -14.7% |
| 3M | -37.6% | -0.9% | -36.7% | -37.9% |
| 6M | -47.1% | -17.3% | -29.7% | -36.4% |
| YTD | -52.1% | -19.6% | -32.6% | -41.2% |
| 1Y | -73.5% | -21.0% | -52.5% | -67.0% |
| 3Y | -24.4% | -12.1% | -12.3% | -14.3% |
| 5Y | -85.1% | -17.1% | -68.0% | -83.3% |
| All | -74.2% | +35.0% | -109.2% | -75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling