-2.1%
OTIS vs A
+12.3%
-14.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.1% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | +14.0% | +0.8% | +13.2% | +13.5% |
| 3M | +4.9% | +16.9% | -12.0% | +0.1% |
| 6M | +5.4% | +53.8% | -48.4% | -7.7% |
| YTD | -10.2% | +28.1% | -38.3% | -17.2% |
| 1Y | -13.4% | +15.0% | -28.4% | -17.4% |
| 3Y | -0.7% | +63.1% | -63.8% | -19.0% |
| 5Y | -2.1% | +11.5% | -13.6% | -9.6% |
| All | -2.1% | +12.3% | -14.4% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling