+92.7%
OTIS vs ACWI
+210.7%
-118.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.9% | -2.1% |
| 7D | +0.5% | +0.3% | +0.2% | +0.2% |
| 30D | +19.4% | -2.8% | +22.3% | +21.6% |
| 3M | +7.1% | -3.2% | +10.3% | +9.3% |
| 6M | +6.6% | +1.3% | +5.3% | +4.8% |
| YTD | -8.3% | +11.2% | -19.5% | -16.3% |
| 1Y | -11.6% | +13.8% | -25.4% | -20.8% |
| 3Y | +3.1% | +76.2% | -73.1% | -35.8% |
| 5Y | +2.5% | +59.5% | -57.0% | -31.6% |
| All | +92.7% | +210.7% | -118.0% | -16.9% |
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