+74.2%
OTIS vs A
+130.6%
-56.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -0.7% | -1.9% | +1.2% | -0.2% |
| 30D | -2.0% | +6.9% | -8.9% | -4.1% |
| 3M | +2.6% | +9.2% | -6.7% | -0.5% |
| 6M | -20.9% | +25.7% | -46.6% | -27.2% |
| YTD | -17.1% | +11.5% | -28.6% | -20.8% |
| 1Y | -15.9% | +18.4% | -34.3% | -21.6% |
| 3Y | -12.7% | +26.6% | -39.3% | -23.2% |
| 5Y | -15.7% | -12.8% | -2.9% | -15.1% |
| All | +74.2% | +130.6% | -56.3% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling