-10.6%
OTIS vs A
+29.5%
-40.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -1.1% |
| 7D | -0.8% | -2.1% | +1.3% | -0.4% |
| 30D | -4.7% | +0.6% | -5.3% | -4.9% |
| 3M | +1.2% | +10.9% | -9.7% | -0.9% |
| 6M | -20.5% | +28.2% | -48.7% | -24.6% |
| YTD | -18.4% | +8.6% | -27.0% | -20.0% |
| 1Y | -18.1% | +15.5% | -33.6% | -21.0% |
| 3Y | -10.6% | +31.8% | -42.4% | -17.6% |
| All | -10.6% | +29.5% | -40.1% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling