-94.2%
OPEN vs OTIS
+1.7%
-95.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.3% | -6.1% |
| 7D | -24.7% | +1.7% | -26.4% | -25.7% |
| 30D | -41.0% | +18.5% | -59.5% | -52.2% |
| 3M | -62.4% | +7.9% | -70.2% | -65.9% |
| 6M | -73.9% | +5.7% | -79.5% | -76.2% |
| YTD | -77.5% | -9.1% | -68.5% | -75.5% |
| 1Y | -83.6% | -11.6% | -72.0% | -81.3% |
| 3Y | -37.0% | +0.6% | -37.6% | -43.6% |
| All | -94.2% | +1.7% | -95.9% | -95.1% |
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