+88.8%
OTIS vs ACWI
+211.1%
-122.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -3.0% | +2.7% | -5.6% | -4.8% |
| 30D | +14.0% | -2.6% | +16.6% | +15.9% |
| 3M | +4.9% | -3.2% | +8.1% | +7.0% |
| 6M | +5.4% | +1.9% | +3.5% | +3.2% |
| YTD | -10.2% | +11.3% | -21.6% | -18.1% |
| 1Y | -13.4% | +11.7% | -25.0% | -21.2% |
| 3Y | -0.7% | +74.4% | -75.1% | -37.7% |
| 5Y | -2.1% | +59.5% | -61.6% | -34.6% |
| All | +88.8% | +211.1% | -122.3% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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