-70.8%
OPEN vs OTIS
+39.2%
-110.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -4.3% | -0.7% | -3.5% | -3.5% |
| 30D | -16.2% | -2.0% | -14.2% | -14.7% |
| 3M | -36.4% | +2.6% | -38.9% | -39.2% |
| 6M | -35.5% | -20.9% | -14.5% | -18.4% |
| YTD | -46.0% | -17.1% | -28.9% | -35.8% |
| 1Y | -47.1% | -15.9% | -31.2% | -38.1% |
| 3Y | -19.0% | -12.7% | -6.3% | -7.6% |
| 5Y | -83.6% | -15.7% | -67.8% | -82.1% |
| All | -70.8% | +39.2% | -110.0% | -73.4% |
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