+66.1%
OTIS vs A
+118.7%
-52.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -5.0% | -4.6% | -0.4% | -3.7% |
| 30D | -6.5% | -4.3% | -2.2% | -5.3% |
| 3M | -2.0% | +8.9% | -10.9% | -4.9% |
| 6M | -20.2% | +24.5% | -44.7% | -26.4% |
| YTD | -21.0% | +5.8% | -26.8% | -23.2% |
| 1Y | -20.9% | +16.2% | -37.1% | -25.9% |
| 3Y | -13.3% | +28.5% | -41.8% | -24.7% |
| 5Y | -18.5% | -16.3% | -2.2% | -17.1% |
| All | +66.1% | +118.7% | -52.6% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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