+74.2%
OTIS vs ACWI
+221.7%
-147.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -0.7% | +0.5% | -1.2% | -1.1% |
| 30D | -2.0% | +0.9% | -2.9% | -2.6% |
| 3M | +2.6% | +2.4% | +0.2% | +0.5% |
| 6M | -20.9% | +12.4% | -33.3% | -27.9% |
| YTD | -17.1% | +15.2% | -32.3% | -26.0% |
| 1Y | -15.9% | +22.7% | -38.6% | -28.7% |
| 3Y | -12.7% | +75.8% | -88.5% | -45.2% |
| 5Y | -15.7% | +67.7% | -83.5% | -45.6% |
| All | +74.2% | +221.7% | -147.5% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling